+5.5%
AVAV vs DTE
+55.3%
-49.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.2% | +12.2% |
| 7D | +3.2% | +1.8% | +1.3% | +2.9% |
| 30D | -7.4% | +9.0% | -16.4% | -8.6% |
| 3M | -32.0% | -0.2% | -31.8% | -32.0% |
| 6M | -24.6% | +0.1% | -24.6% | -24.8% |
| YTD | -47.5% | +10.0% | -57.5% | -48.2% |
| 1Y | -61.5% | +4.7% | -66.1% | -61.7% |
| 3Y | +5.5% | +55.7% | -50.2% | -2.5% |
| All | +5.5% | +55.3% | -49.9% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling