-40.3%
DT vs AVAV
+35.3%
-75.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -5.4% | +9.9% | -15.3% | -6.9% |
| 30D | -32.2% | -5.4% | -26.8% | -31.9% |
| 3M | -10.9% | -36.5% | +25.6% | -5.5% |
| 6M | +10.0% | -25.3% | +35.2% | +12.4% |
| YTD | +2.1% | -48.6% | +50.6% | +7.9% |
| 1Y | -5.5% | -62.1% | +56.6% | +4.8% |
| 3Y | -12.4% | +2.3% | -14.7% | -26.9% |
| All | -40.3% | +35.3% | -75.7% | -60.6% |
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