-100.0%
DFNS vs AVAV
+18.1%
-118.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +10.5% | -22.7% | -11.6% |
| 7D | -44.0% | -10.6% | -33.4% | -44.5% |
| 30D | -69.1% | -18.8% | -50.3% | -69.5% |
| 3M | -95.6% | -34.1% | -61.5% | -95.8% |
| 6M | -96.2% | -35.3% | -60.8% | -96.3% |
| YTD | -99.6% | -53.4% | -46.2% | -99.6% |
| 1Y | -99.7% | -65.6% | -34.1% | -99.8% |
| 3Y | -100.0% | -5.1% | -94.9% | -100.0% |
| All | -100.0% | +18.1% | -118.1% | -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