+82.4%
DLTR vs AVAV
+358.8%
-276.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.0% |
| 7D | +5.0% | 0.0% | +5.1% | +4.7% |
| 30D | +18.7% | -9.9% | +28.6% | +19.7% |
| 3M | +8.9% | -34.7% | +43.6% | +14.2% |
| 6M | +49.4% | -26.6% | +76.1% | +52.7% |
| YTD | +14.5% | -48.9% | +63.4% | +21.2% |
| 1Y | +32.5% | -63.0% | +95.5% | +45.7% |
| 3Y | +23.4% | +1.6% | +21.9% | +12.0% |
| 5Y | +26.2% | +34.5% | -8.3% | +6.0% |
| 10Y | +82.4% | +359.3% | -276.9% | +12.3% |
| All | +82.4% | +358.8% | -276.3% | +12.3% |
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