+511.3%
AVAV vs DGX
+249.5%
+261.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +5.0% |
| 7D | -0.1% | -3.5% | +3.4% | +0.9% |
| 30D | -25.0% | -2.7% | -22.3% | -24.4% |
| 3M | -15.0% | +13.9% | -28.8% | -18.1% |
| 6M | -33.6% | +16.0% | -49.6% | -36.4% |
| YTD | -39.2% | +34.9% | -74.1% | -44.5% |
| 1Y | -40.5% | +30.6% | -71.0% | -45.4% |
| 3Y | +29.6% | +93.0% | -63.4% | +1.5% |
| 5Y | +56.7% | +64.4% | -7.7% | +27.9% |
| All | +511.3% | +249.5% | +261.8% | +279.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling