-100.0%
DFNS vs AVAV
+28.1%
-128.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.7% |
| 7D | -6.0% | +4.2% | -10.2% | -5.7% |
| 30D | -71.2% | -2.6% | -68.6% | -71.2% |
| 3M | -94.5% | -38.0% | -56.6% | -94.8% |
| 6M | -96.5% | -27.0% | -69.5% | -96.6% |
| YTD | -99.6% | -51.4% | -48.2% | -99.6% |
| 1Y | -99.7% | -60.2% | -39.5% | -99.7% |
| 3Y | -100.0% | -6.7% | -93.3% | -100.0% |
| All | -100.0% | +28.1% | -128.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling