+118.1%
DAL vs AVAV
+317.7%
-199.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.8% | +5.5% | -2.5% |
| 7D | +4.6% | -24.3% | +28.9% | +9.8% |
| 30D | +2.3% | -28.9% | +31.2% | +8.6% |
| 3M | -8.1% | -39.3% | +31.2% | 0.0% |
| 6M | +21.4% | -38.8% | +60.2% | +29.6% |
| YTD | +24.3% | -57.8% | +82.1% | +39.4% |
| 1Y | +47.4% | -70.9% | +118.3% | +77.0% |
| 3Y | +164.6% | -14.8% | +179.4% | +139.2% |
| 5Y | +100.2% | +7.3% | +92.9% | +62.9% |
| All | +118.1% | +317.7% | -199.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling