+17.7%
DBX vs AVAV
+159.5%
-141.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -3.3% | +4.2% | -7.5% | -4.0% |
| 30D | -5.9% | -2.6% | -3.3% | -6.1% |
| 3M | -6.7% | -38.0% | +31.3% | -1.1% |
| 6M | +28.0% | -27.0% | +55.0% | +30.2% |
| YTD | +20.6% | -51.4% | +72.0% | +28.0% |
| 1Y | +10.3% | -60.2% | +70.5% | +20.8% |
| 3Y | +24.0% | -6.7% | +30.7% | +9.9% |
| 5Y | +24.2% | +28.3% | -4.1% | -1.7% |
| All | +17.7% | +159.5% | -141.8% | -28.9% |
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 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