+153.0%
DASH vs AVAV
+48.2%
+104.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.4% |
| 7D | -10.6% | -2.2% | -8.3% | -10.3% |
| 30D | +2.2% | -13.9% | +16.1% | +3.9% |
| 3M | +32.3% | -29.2% | +61.5% | +37.3% |
| 6M | +19.1% | -36.1% | +55.2% | +24.6% |
| YTD | -6.5% | -40.2% | +33.7% | -3.2% |
| 1Y | -14.9% | -36.2% | +21.3% | -12.0% |
| All | +153.0% | +48.2% | +104.8% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling