+110.9%
DT vs AVAV
+171.2%
-60.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.0% | -3.6% |
| 7D | -4.9% | +3.2% | -8.1% | -5.4% |
| 30D | +2.7% | -20.3% | +23.0% | +6.5% |
| 3M | +20.0% | -19.4% | +39.4% | +22.7% |
| 6M | +28.0% | -35.3% | +63.3% | +35.1% |
| YTD | +16.0% | -38.5% | +54.5% | +20.9% |
| 1Y | +0.7% | -37.2% | +37.9% | +3.1% |
| 3Y | +6.2% | +31.1% | -24.9% | -15.1% |
| 5Y | -28.1% | +41.0% | -69.2% | -46.7% |
| All | +110.9% | +171.2% | -60.4% | +12.5% |
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