-36.2%
AVAV vs DGX
+33.7%
-69.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | -13.9% | +0.6% | -14.5% | -13.9% |
| 3M | -29.2% | +21.4% | -50.6% | -29.5% |
| 6M | -36.1% | +14.7% | -50.9% | -37.8% |
| YTD | -40.2% | +38.4% | -78.6% | -38.0% |
| 1Y | -36.2% | +34.0% | -70.2% | -32.0% |
| All | -36.2% | +33.7% | -69.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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