-9.4%
DASH vs AVAV
+7.1%
-16.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.8% | +0.4% | -7.3% |
| 7D | +0.5% | -24.3% | +24.8% | +6.5% |
| 30D | -7.1% | -28.9% | +21.8% | -0.3% |
| 3M | -13.2% | -39.3% | +26.1% | -4.3% |
| 6M | +8.3% | -38.8% | +47.1% | +16.3% |
| YTD | -20.6% | -57.8% | +37.2% | -9.9% |
| 1Y | -24.4% | -70.9% | +46.5% | -5.4% |
| 3Y | +94.5% | -14.8% | +109.3% | +60.5% |
| 5Y | -9.4% | +7.3% | -16.7% | -36.9% |
| All | -9.4% | +7.1% | -16.5% | -36.9% |
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 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