-50.3%
DOCS vs AVAV
+28.8%
-79.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | +21.8% | -13.9% | +35.8% | +25.2% |
| 3M | +27.3% | -29.2% | +56.5% | +33.9% |
| 6M | -0.3% | -36.1% | +35.8% | +5.8% |
| YTD | -40.5% | -40.2% | -0.3% | -37.9% |
| 1Y | -61.5% | -36.2% | -25.3% | -60.9% |
| 3Y | +8.2% | +47.5% | -39.4% | -16.4% |
| 5Y | -73.4% | +39.3% | -112.7% | -83.6% |
| All | -50.3% | +28.8% | -79.0% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling