+1,916.0%
DE vs AVAV
+407.8%
+1,508.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.7% | +0.7% |
| 7D | +3.5% | +3.2% | +0.4% | +2.6% |
| 30D | +11.3% | -7.4% | +18.7% | +12.3% |
| 3M | +11.6% | -32.0% | +43.6% | +18.4% |
| 6M | +20.9% | -24.6% | +45.4% | +23.5% |
| YTD | +49.7% | -47.5% | +97.2% | +59.6% |
| 1Y | +49.5% | -61.5% | +110.9% | +68.3% |
| 3Y | +94.7% | +5.5% | +89.2% | +67.5% |
| 5Y | +107.4% | +35.7% | +71.6% | +59.6% |
| 10Y | +793.2% | +379.1% | +414.1% | +372.0% |
| All | +1,916.0% | +407.8% | +1,508.1% | +762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling