+404.2%
DXCM vs AVAV
+361.4%
+42.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.5% | -16.4% | -7.5% |
| 7D | -3.5% | -10.6% | +7.1% | -2.2% |
| 30D | -5.8% | -18.8% | +13.0% | -3.4% |
| 3M | -4.3% | -34.1% | +29.8% | +0.9% |
| 6M | +31.6% | -35.3% | +66.9% | +37.2% |
| YTD | +19.6% | -53.4% | +73.0% | +28.3% |
| 1Y | +36.9% | -65.6% | +102.5% | +53.7% |
| 3Y | -16.3% | -5.1% | -11.2% | -26.9% |
| 5Y | -50.0% | +18.5% | -68.5% | -59.7% |
| All | +404.2% | +361.4% | +42.8% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling