-39.0%
AVAV vs DTE
+4.6%
-43.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 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% | -19.2% |
| 6M | -38.1% | -7.2% | -30.8% | -36.6% |
| YTD | -41.8% | +7.2% | -49.0% | -43.9% |
| 1Y | -39.0% | +4.1% | -43.1% | -34.9% |
| All | -39.0% | +4.6% | -43.7% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling