+381.8%
DAL vs AVAV
+376.8%
+5.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.8% | +5.5% | -2.3% |
| 7D | +4.6% | -24.3% | +28.9% | +10.5% |
| 30D | +2.3% | -28.9% | +31.2% | +9.4% |
| 3M | -8.1% | -39.3% | +31.2% | +1.0% |
| 6M | +21.4% | -38.8% | +60.2% | +30.6% |
| YTD | +24.3% | -57.8% | +82.1% | +41.2% |
| 1Y | +47.4% | -70.9% | +118.3% | +80.4% |
| 3Y | +164.6% | -14.8% | +179.4% | +138.9% |
| 5Y | +100.2% | +7.3% | +92.9% | +61.4% |
| 10Y | +124.9% | +325.3% | -200.5% | +17.9% |
| All | +381.8% | +376.8% | +5.1% | +109.8% |
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