-13.9%
DT vs AVAV
+1.8%
-15.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | -5.4% | +9.9% | -15.3% | -6.2% |
| 30D | -32.2% | -5.4% | -26.8% | -32.0% |
| 3M | -10.9% | -36.5% | +25.6% | -8.4% |
| 6M | +10.0% | -25.3% | +35.2% | +11.3% |
| YTD | +2.1% | -48.6% | +50.6% | +4.8% |
| 1Y | -5.5% | -62.1% | +56.6% | -1.0% |
| All | -13.9% | +1.8% | -15.7% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling