+555.9%
DIA vs AVAV
+478.6%
+77.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +3.8% | -29.2% | +33.0% | +7.5% |
| 6M | +10.3% | -36.1% | +46.4% | +15.0% |
| YTD | +12.1% | -40.2% | +52.3% | +16.3% |
| 1Y | +18.6% | -36.2% | +54.9% | +20.9% |
| 3Y | +60.6% | +47.5% | +13.1% | +37.6% |
| 5Y | +64.4% | +39.3% | +25.1% | +36.8% |
| 10Y | +250.1% | +482.6% | -232.5% | +113.1% |
| All | +555.9% | +478.6% | +77.3% | +251.7% |
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