-100.0%
DFNS vs AVAV
+59.8%
-159.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.8% |
| 7D | -13.0% | +9.9% | -22.8% | -12.4% |
| 30D | -56.9% | -5.4% | -51.5% | -56.9% |
| 3M | -93.2% | -36.5% | -56.7% | -93.5% |
| 6M | -95.4% | -25.3% | -70.2% | -95.5% |
| YTD | -99.5% | -48.6% | -50.9% | -99.5% |
| 1Y | -99.6% | -62.1% | -37.6% | -99.7% |
| 3Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 5Y | -100.0% | +35.4% | -135.3% | -100.0% |
| All | -100.0% | +59.8% | -159.8% | -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