+1,858.7%
DE vs AVAV
+351.0%
+1,507.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.5% | -9.2% | -0.6% |
| 7D | -0.6% | -10.6% | +10.0% | +1.2% |
| 30D | +2.3% | -18.8% | +21.0% | +5.6% |
| 3M | +9.5% | -34.1% | +43.6% | +16.8% |
| 6M | +14.1% | -35.3% | +49.4% | +20.0% |
| YTD | +45.4% | -53.4% | +98.8% | +58.6% |
| 1Y | +42.9% | -65.6% | +108.5% | +64.4% |
| 3Y | +84.8% | -5.1% | +89.9% | +62.1% |
| 5Y | +101.8% | +18.5% | +83.3% | +59.4% |
| 10Y | +788.0% | +369.8% | +418.2% | +368.8% |
| All | +1,858.7% | +351.0% | +1,507.7% | +756.9% |
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 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