+430.5%
AVAV vs DTE
+660.3%
-229.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.2% | +11.5% |
| 7D | +3.2% | +1.8% | +1.3% | +2.4% |
| 30D | -7.4% | +9.0% | -16.4% | -10.9% |
| 3M | -32.0% | -0.2% | -31.8% | -32.0% |
| 6M | -24.6% | +0.1% | -24.6% | -25.0% |
| YTD | -47.5% | +10.0% | -57.5% | -50.0% |
| 1Y | -61.5% | +4.7% | -66.1% | -62.5% |
| 3Y | +5.5% | +55.7% | -50.2% | -16.5% |
| 5Y | +35.7% | +45.1% | -9.4% | +10.6% |
| 10Y | +379.1% | +145.1% | +234.0% | +187.8% |
| All | +430.5% | +660.3% | -229.8% | +58.7% |
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