+607.9%
DG vs AVAV
+344.2%
+263.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.7% |
| 7D | +5.2% | 0.0% | +5.2% | +5.0% |
| 30D | +7.9% | -9.9% | +17.8% | +8.5% |
| 3M | +12.7% | -34.7% | +47.4% | +16.3% |
| 6M | +22.4% | -26.6% | +49.0% | +24.1% |
| YTD | +5.4% | -48.9% | +54.4% | +9.1% |
| 1Y | +39.4% | -63.0% | +102.4% | +48.0% |
| 3Y | +24.1% | +1.6% | +22.5% | +16.5% |
| 5Y | -32.2% | +34.5% | -66.7% | -39.7% |
| 10Y | +111.8% | +359.3% | -247.5% | +56.2% |
| All | +607.9% | +344.2% | +263.7% | +396.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling