-25.8%
DPZ vs AVAV
+7.1%
-32.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.8% | +10.1% | +0.9% |
| 7D | +9.5% | -24.3% | +33.8% | +11.4% |
| 30D | +12.8% | -28.9% | +41.7% | +15.2% |
| 3M | -6.2% | -39.3% | +33.0% | -3.4% |
| 6M | +4.3% | -38.8% | +43.0% | +6.6% |
| YTD | -16.6% | -57.8% | +41.2% | -13.3% |
| 1Y | -12.8% | -70.9% | +58.1% | -6.7% |
| 3Y | -0.8% | -14.8% | +14.0% | -8.0% |
| 5Y | -25.8% | +7.3% | -33.1% | -33.8% |
| All | -25.8% | +7.1% | -32.9% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling