+351.3%
DAL vs AVAV
+575.6%
-224.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -13.9% | -13.9% | 0.0% | -11.5% |
| 3M | +1.1% | -29.2% | +30.3% | +6.8% |
| 6M | +26.2% | -36.1% | +62.4% | +34.8% |
| YTD | +16.4% | -40.2% | +56.6% | +23.7% |
| 1Y | +33.9% | -36.2% | +70.1% | +38.2% |
| 3Y | +93.4% | +47.5% | +45.9% | +54.8% |
| 5Y | +106.4% | +39.3% | +67.1% | +58.3% |
| 10Y | +143.0% | +482.6% | -339.6% | +20.1% |
| All | +351.3% | +575.6% | -224.3% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling