+343.6%
DOV vs AVAV
+361.4%
-17.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.5% | -9.8% | -0.8% |
| 7D | -1.9% | -10.6% | +8.7% | -0.5% |
| 30D | +8.3% | -18.8% | +27.1% | +11.1% |
| 3M | -3.1% | -34.1% | +31.0% | +2.0% |
| 6M | -9.8% | -35.3% | +25.5% | -6.3% |
| YTD | +5.2% | -53.4% | +58.6% | +12.4% |
| 1Y | +15.3% | -65.6% | +81.0% | +28.8% |
| 3Y | +58.8% | -5.1% | +63.8% | +42.0% |
| 5Y | +26.6% | +18.5% | +8.0% | +4.1% |
| All | +343.6% | +361.4% | -17.7% | +163.7% |
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