+405.0%
AVAV vs DTE
+665.0%
-260.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +18.4% | +3.2% | +15.2% | +16.8% |
| 30D | -4.9% | +8.5% | -13.4% | -8.3% |
| 3M | -37.7% | +1.3% | -38.9% | -38.1% |
| 6M | -28.4% | -0.7% | -27.7% | -28.6% |
| YTD | -50.0% | +10.6% | -60.7% | -52.6% |
| 1Y | -62.6% | +2.6% | -65.3% | -63.2% |
| 3Y | -0.6% | +56.5% | -57.1% | -21.5% |
| 5Y | +31.9% | +46.7% | -14.8% | +6.9% |
| 10Y | +332.3% | +150.4% | +181.9% | +157.1% |
| All | +405.0% | +665.0% | -260.0% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling