+41.0%
AVAV vs DTE
+35.6%
+5.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -20.3% | -1.9% | -18.5% | -19.8% |
| 3M | -19.4% | -3.3% | -16.1% | -18.7% |
| 6M | -35.3% | -7.1% | -28.1% | -33.7% |
| YTD | -38.5% | +8.1% | -46.6% | -40.5% |
| 1Y | -37.2% | +5.3% | -42.5% | -38.7% |
| 3Y | +31.1% | +48.2% | -17.1% | +6.3% |
| 5Y | +41.0% | +33.2% | +7.8% | +26.2% |
| All | +41.0% | +35.6% | +5.4% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling