+504.5%
AVAV vs DGX
+556.8%
-52.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -2.2% | -2.3% | +0.1% | -1.4% |
| 30D | -13.9% | +0.6% | -14.5% | -14.1% |
| 3M | -29.2% | +21.4% | -50.6% | -34.3% |
| 6M | -36.1% | +14.7% | -50.9% | -39.4% |
| YTD | -40.2% | +38.4% | -78.6% | -47.3% |
| 1Y | -36.2% | +34.0% | -70.2% | -43.4% |
| 3Y | +47.5% | +92.7% | -45.2% | +10.1% |
| 5Y | +39.3% | +67.7% | -28.4% | +8.2% |
| 10Y | +482.6% | +248.0% | +234.6% | +212.7% |
| All | +504.5% | +556.8% | -52.3% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling