+417.2%
DUK vs AVAV
+478.6%
-61.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -1.7% | -13.9% | +12.3% | -0.9% |
| 3M | -0.4% | -29.2% | +28.8% | +1.2% |
| 6M | -7.2% | -36.1% | +28.9% | -5.5% |
| YTD | +5.3% | -40.2% | +45.5% | +6.9% |
| 1Y | +3.0% | -36.2% | +39.2% | +3.6% |
| 3Y | +53.1% | +47.5% | +5.5% | +41.0% |
| 5Y | +37.9% | +39.3% | -1.3% | +25.3% |
| 10Y | +124.8% | +482.6% | -357.7% | +74.0% |
| All | +417.2% | +478.6% | -61.4% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling