+119.9%
DG vs AVAV
+361.4%
-241.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.5% | -13.5% | -3.8% |
| 7D | +1.1% | -10.6% | +11.7% | +1.8% |
| 30D | +9.5% | -18.8% | +28.3% | +11.0% |
| 3M | +5.5% | -34.1% | +39.6% | +8.4% |
| 6M | +16.1% | -35.3% | +51.4% | +18.7% |
| YTD | +2.7% | -53.4% | +56.1% | +6.8% |
| 1Y | +42.1% | -65.6% | +107.7% | +51.0% |
| 3Y | +19.3% | -5.1% | +24.3% | +12.6% |
| 5Y | -35.3% | +18.5% | -53.9% | -41.8% |
| All | +119.9% | +361.4% | -241.4% | +48.1% |
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