+240.2%
DIA vs AVAV
+361.4%
-121.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.6% |
| 7D | -0.9% | -10.6% | +9.6% | +0.1% |
| 30D | +0.3% | -18.8% | +19.1% | +2.3% |
| 3M | -4.5% | -34.1% | +29.6% | -0.5% |
| 6M | +3.4% | -35.3% | +38.7% | +6.8% |
| YTD | +7.8% | -53.4% | +61.2% | +14.0% |
| 1Y | +10.7% | -65.6% | +76.4% | +21.4% |
| 3Y | +57.5% | -5.1% | +62.6% | +44.4% |
| 5Y | +53.7% | +18.5% | +35.2% | +31.4% |
| All | +240.2% | +361.4% | -121.1% | +136.5% |
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