+100.8%
DG vs AVAV
+315.4%
-214.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | +0.3% | +4.2% | -3.9% | 0.0% |
| 30D | +3.2% | -2.6% | +5.8% | +3.2% |
| 3M | +10.4% | -38.0% | +48.4% | +14.0% |
| 6M | +33.2% | -27.0% | +60.2% | +34.8% |
| YTD | +3.0% | -51.4% | +54.4% | +6.7% |
| 1Y | +31.2% | -60.2% | +91.4% | +37.8% |
| 3Y | +21.8% | -6.7% | +28.5% | +15.4% |
| 5Y | -35.0% | +28.3% | -63.3% | -41.8% |
| All | +100.8% | +315.4% | -214.7% | +48.4% |
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