+82.1%
DT vs AVAV
+105.6%
-23.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.5% | -11.1% | -2.4% |
| 7D | -24.7% | -10.6% | -14.1% | -23.4% |
| 30D | -27.4% | -18.8% | -8.6% | -25.0% |
| 3M | -11.1% | -34.1% | +23.0% | -5.2% |
| 6M | +13.7% | -35.3% | +49.0% | +19.7% |
| YTD | +0.2% | -53.4% | +53.6% | +9.1% |
| 1Y | -5.7% | -65.6% | +60.0% | +8.4% |
| 3Y | -8.1% | -5.1% | -3.1% | -22.2% |
| 5Y | -43.1% | +18.5% | -61.6% | -56.9% |
| All | +82.1% | +105.6% | -23.4% | +1.5% |
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