+7.4%
DASH vs AVAV
+39.7%
-32.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -4.3% |
| 7D | -10.6% | -2.2% | -8.3% | -10.1% |
| 30D | +2.2% | -13.9% | +16.1% | +5.1% |
| 3M | +32.3% | -29.2% | +61.5% | +40.2% |
| 6M | +19.1% | -36.1% | +55.2% | +27.8% |
| YTD | -6.5% | -40.2% | +33.7% | -1.2% |
| 1Y | -14.9% | -36.2% | +21.3% | -12.1% |
| 3Y | +151.9% | +47.5% | +104.4% | +80.1% |
| All | +7.4% | +39.7% | -32.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling