-100.0%
DFNS vs AVAV
+58.6%
-158.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.7% | +15.5% | +12.7% |
| 7D | -37.0% | 0.0% | -36.9% | -36.9% |
| 30D | -63.4% | -9.9% | -53.5% | -63.5% |
| 3M | -94.1% | -34.7% | -59.4% | -94.3% |
| 6M | -96.3% | -26.6% | -69.7% | -96.4% |
| YTD | -99.6% | -48.9% | -50.6% | -99.6% |
| 1Y | -99.7% | -63.0% | -36.7% | -99.7% |
| 3Y | -100.0% | +1.6% | -101.5% | -100.0% |
| 5Y | -100.0% | +34.5% | -134.5% | -100.0% |
| All | -100.0% | +58.6% | -158.6% | -100.0% |
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