+14.0%
DLTR vs AVAV
-5.8%
+19.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.5% | -15.4% | -5.7% |
| 7D | -2.0% | -10.6% | +8.5% | -1.3% |
| 30D | +12.8% | -18.8% | +31.6% | +14.4% |
| 3M | +1.1% | -34.1% | +35.2% | +4.3% |
| 6M | +35.9% | -35.3% | +71.2% | +39.7% |
| YTD | +6.6% | -53.4% | +60.0% | +12.2% |
| 1Y | +28.6% | -65.6% | +94.3% | +37.5% |
| 3Y | +14.0% | -5.1% | +19.1% | +5.0% |
| All | +14.0% | -5.8% | +19.8% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling