+84.4%
DT vs AVAV
+131.5%
-47.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.6% | -11.4% | -0.9% |
| 7D | -20.2% | +3.2% | -23.4% | -20.9% |
| 30D | -30.8% | -7.4% | -23.4% | -30.1% |
| 3M | -10.2% | -32.0% | +21.8% | -4.8% |
| 6M | +8.0% | -24.6% | +32.6% | +10.7% |
| YTD | +1.5% | -47.5% | +49.0% | +8.0% |
| 1Y | -6.9% | -61.5% | +54.6% | +4.9% |
| 3Y | -10.9% | +5.5% | -16.4% | -25.9% |
| 5Y | -42.2% | +35.7% | -77.9% | -57.3% |
| All | +84.4% | +131.5% | -47.1% | +0.5% |
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