+14.4%
DBX vs AVAV
+180.3%
-165.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +12.6% | -18.6% | -7.7% |
| 7D | -8.6% | +3.2% | -11.7% | -9.4% |
| 30D | -5.2% | -7.4% | +2.2% | -4.7% |
| 3M | -6.4% | -32.0% | +25.6% | -2.0% |
| 6M | +12.7% | -24.6% | +37.3% | +14.3% |
| YTD | +17.2% | -47.5% | +64.7% | +23.1% |
| 1Y | +5.5% | -61.5% | +67.0% | +16.4% |
| 3Y | +24.1% | +5.5% | +18.6% | +7.9% |
| 5Y | +14.2% | +35.7% | -21.5% | -10.1% |
| All | +14.4% | +180.3% | -165.9% | -31.6% |
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