+44.0%
DLTR vs AVAV
+520.8%
-476.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.4% |
| 7D | -9.4% | -0.1% | -9.3% | -9.5% |
| 30D | -7.3% | -25.0% | +17.6% | -4.0% |
| 3M | +7.6% | -15.0% | +22.5% | +8.6% |
| 6M | +1.6% | -33.6% | +35.2% | +5.5% |
| YTD | -3.5% | -39.2% | +35.7% | +0.4% |
| 1Y | +20.0% | -40.5% | +60.5% | +24.0% |
| 3Y | +2.3% | +29.6% | -27.3% | -9.8% |
| 5Y | +31.5% | +56.7% | -25.2% | +9.0% |
| All | +44.0% | +520.8% | -476.7% | -14.5% |
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