+493.8%
AVAV vs DTE
+136.5%
+357.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.0% |
| 7D | -3.2% | 0.0% | -3.2% | -3.1% |
| 30D | -25.6% | -0.5% | -25.0% | -25.4% |
| 3M | -20.2% | -6.0% | -14.2% | -18.4% |
| 6M | -38.1% | -7.2% | -30.8% | -36.4% |
| YTD | -41.8% | +7.2% | -49.0% | -43.6% |
| 1Y | -39.0% | +4.1% | -43.1% | -40.3% |
| 3Y | +24.1% | +46.9% | -22.8% | +2.9% |
| 5Y | +53.0% | +32.9% | +20.1% | +32.2% |
| 10Y | +493.8% | +144.5% | +349.4% | +331.3% |
| All | +493.8% | +136.5% | +357.4% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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