+36.3%
DIS vs AVAV
+358.8%
-322.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +4.4% | 0.0% | +4.4% | +4.1% |
| 30D | +10.3% | -9.9% | +20.3% | +11.4% |
| 3M | +15.5% | -34.7% | +50.2% | +21.5% |
| 6M | +11.2% | -26.6% | +37.8% | +13.6% |
| YTD | +5.6% | -48.9% | +54.5% | +11.4% |
| 1Y | +7.7% | -63.0% | +70.8% | +18.9% |
| 3Y | +39.3% | +1.6% | +37.7% | +23.9% |
| 5Y | -29.5% | +34.5% | -64.0% | -42.7% |
| 10Y | +36.3% | +359.3% | -323.0% | -7.5% |
| All | +36.3% | +358.8% | -322.5% | -7.5% |
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