-5.2%
DASH vs AVAV
+20.0%
-25.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -2.5% |
| 7D | +0.4% | -10.6% | +11.0% | +2.6% |
| 30D | -6.0% | -18.8% | +12.7% | -1.9% |
| 3M | -15.8% | -34.1% | +18.4% | -8.3% |
| 6M | +7.0% | -35.3% | +42.3% | +14.0% |
| YTD | -20.7% | -53.4% | +32.7% | -11.5% |
| 1Y | -8.5% | -65.6% | +57.1% | +10.5% |
| 3Y | +101.8% | -5.1% | +106.9% | +63.2% |
| 5Y | -9.6% | +18.5% | -28.1% | -38.8% |
| All | -5.2% | +20.0% | -25.2% | -41.2% |
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