+249.2%
DIA vs AVAV
+502.7%
-253.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | -1.5% | -13.9% | +12.4% | 0.0% |
| 3M | +3.8% | -29.2% | +33.0% | +7.0% |
| 6M | +10.3% | -36.1% | +46.4% | +14.4% |
| YTD | +12.1% | -40.2% | +52.3% | +15.8% |
| 1Y | +18.6% | -36.2% | +54.9% | +20.5% |
| 3Y | +60.6% | +47.5% | +13.1% | +39.0% |
| 5Y | +64.4% | +39.3% | +25.1% | +38.7% |
| All | +249.2% | +502.7% | -253.5% | +125.4% |
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