+272.9%
DXCM vs AVAV
+479.1%
-206.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | +6.3% | -13.9% | +20.3% | +8.5% |
| 3M | +21.1% | -29.2% | +50.3% | +26.1% |
| 6M | +20.6% | -36.1% | +56.7% | +26.5% |
| YTD | +32.4% | -40.2% | +72.6% | +37.8% |
| 1Y | +8.8% | -36.2% | +45.1% | +10.6% |
| 3Y | -13.7% | +47.5% | -61.3% | -30.0% |
| 5Y | -35.2% | +39.3% | -74.5% | -48.8% |
| All | +272.9% | +479.1% | -206.1% | +111.1% |
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