+18.7%
DBX vs AVAV
+228.5%
-209.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.3% |
| 7D | -1.3% | +3.2% | -4.5% | -1.8% |
| 30D | -2.9% | -20.3% | +17.5% | +0.1% |
| 3M | +23.8% | -19.4% | +43.3% | +26.1% |
| 6M | +26.2% | -35.3% | +61.5% | +31.7% |
| YTD | +21.6% | -38.5% | +60.1% | +25.8% |
| 1Y | +11.4% | -37.2% | +48.6% | +13.8% |
| 3Y | +21.3% | +31.1% | -9.8% | +2.4% |
| 5Y | +6.7% | +41.0% | -34.4% | -15.5% |
| All | +18.7% | +228.5% | -209.8% | -30.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling