+53.0%
AVAV vs DGX
+64.0%
-10.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | -3.2% | -2.2% | -0.9% | -2.8% |
| 30D | -25.6% | -0.9% | -24.6% | -25.5% |
| 3M | -20.2% | +15.6% | -35.8% | -21.9% |
| 6M | -38.1% | +17.8% | -55.8% | -39.6% |
| YTD | -41.8% | +37.5% | -79.3% | -44.5% |
| 1Y | -39.0% | +31.2% | -70.2% | -41.6% |
| 3Y | +24.1% | +96.6% | -72.5% | +5.1% |
| 5Y | +53.0% | +64.9% | -11.9% | +26.6% |
| All | +53.0% | +64.0% | -10.9% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling