-100.0%
DFNS vs AVAV
-14.7%
-85.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.8% | -9.8% | -20.4% |
| 7D | -37.4% | -24.3% | -13.1% | -39.3% |
| 30D | -65.8% | -28.9% | -36.9% | -66.9% |
| 3M | -95.0% | -39.3% | -55.8% | -95.3% |
| 6M | -95.8% | -38.8% | -57.1% | -96.0% |
| YTD | -99.5% | -57.8% | -41.7% | -99.6% |
| 1Y | -99.7% | -70.9% | -28.9% | -99.8% |
| All | -100.0% | -14.7% | -85.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling