-31.2%
DIS vs AVAV
+7.1%
-38.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.4% | -0.4% |
| 7D | +5.7% | -24.3% | +30.0% | +8.7% |
| 30D | +12.7% | -28.9% | +41.6% | +16.6% |
| 3M | +15.2% | -39.3% | +54.5% | +21.0% |
| 6M | +17.6% | -38.8% | +56.3% | +22.1% |
| YTD | +3.8% | -57.8% | +61.6% | +10.8% |
| 1Y | +6.8% | -70.9% | +77.7% | +19.2% |
| 3Y | +42.1% | -14.8% | +56.9% | +28.2% |
| 5Y | -31.2% | +7.3% | -38.5% | -40.1% |
| All | -31.2% | +7.1% | -38.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling