+583.4%
DG vs AVAV
+420.3%
+163.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | +8.4% | -2.2% | +10.6% | +8.6% |
| 30D | +4.9% | -13.9% | +18.9% | +6.1% |
| 3M | +29.3% | -29.2% | +58.6% | +32.3% |
| 6M | -11.3% | -36.1% | +24.9% | -8.8% |
| YTD | +1.8% | -40.2% | +42.0% | +4.4% |
| 1Y | +25.3% | -36.2% | +61.5% | +27.2% |
| 3Y | +9.1% | +47.5% | -38.4% | -1.0% |
| 5Y | -34.9% | +39.3% | -74.2% | -42.0% |
| 10Y | +108.2% | +482.6% | -374.4% | +50.7% |
| All | +583.4% | +420.3% | +163.1% | +375.1% |
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 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