+359.3%
AVAV vs DTE
+146.7%
+212.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | 0.0% | +3.5% | -3.5% | -1.3% |
| 30D | -9.9% | +9.5% | -19.5% | -13.1% |
| 3M | -34.7% | +2.5% | -37.3% | -35.4% |
| 6M | -26.6% | +0.6% | -27.2% | -27.1% |
| YTD | -48.9% | +10.5% | -59.4% | -51.2% |
| 1Y | -63.0% | +3.3% | -66.4% | -63.6% |
| 3Y | +1.6% | +56.3% | -54.7% | -18.2% |
| 5Y | +34.5% | +44.9% | -10.5% | +11.9% |
| 10Y | +359.3% | +149.2% | +210.1% | +270.0% |
| All | +359.3% | +146.7% | +212.6% | +270.0% |
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