-99.6%
DFNS vs AVAV
-68.0%
-31.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -8.3% | -10.0% | -14.8% |
| 7D | -27.7% | -10.1% | -17.6% | -24.2% |
| 30D | -58.0% | -18.7% | -39.2% | -54.3% |
| 3M | -94.0% | -33.0% | -61.0% | -92.7% |
| 6M | -94.6% | -37.2% | -57.4% | -93.6% |
| YTD | -99.4% | -53.2% | -46.2% | -99.3% |
| 1Y | -99.6% | -69.0% | -30.7% | -99.3% |
| All | -99.6% | -68.0% | -31.6% | -99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling