+240.9%
DIA vs AVAV
+423.1%
-182.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.6% | -10.4% | +0.8% |
| 7D | +0.8% | +3.2% | -2.4% | +0.2% |
| 30D | +1.4% | -7.4% | +8.8% | +2.0% |
| 3M | -2.7% | -32.0% | +29.3% | +1.1% |
| 6M | +6.2% | -24.6% | +30.8% | +7.8% |
| YTD | +10.1% | -47.5% | +57.6% | +14.9% |
| 1Y | +13.0% | -61.5% | +74.5% | +22.2% |
| 3Y | +61.9% | +5.5% | +56.4% | +46.6% |
| 5Y | +57.1% | +35.7% | +21.3% | +32.0% |
| 10Y | +240.9% | +379.1% | -138.2% | +139.2% |
| All | +240.9% | +423.1% | -182.2% | +139.2% |
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