+10.4%
DBX vs AVAV
+39.7%
-29.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.3% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | -0.5% | -13.9% | +13.4% | +0.9% |
| 3M | +28.1% | -29.2% | +57.3% | +31.6% |
| 6M | +33.1% | -36.1% | +69.2% | +37.7% |
| YTD | +25.3% | -40.2% | +65.5% | +29.0% |
| 1Y | +18.3% | -36.2% | +54.6% | +20.0% |
| 3Y | +25.0% | +47.5% | -22.5% | +5.7% |
| All | +10.4% | +39.7% | -29.3% | -15.3% |
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