+423.1%
DXCM vs AVAV
+423.1%
0.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +0.3% |
| 7D | -4.4% | +3.2% | -7.5% | -5.1% |
| 30D | -3.6% | -7.4% | +3.8% | -3.0% |
| 3M | -4.3% | -32.0% | +27.7% | +0.5% |
| 6M | +33.8% | -24.6% | +58.3% | +36.3% |
| YTD | +22.1% | -47.5% | +69.7% | +28.7% |
| 1Y | +47.4% | -61.5% | +108.9% | +62.8% |
| 3Y | -12.3% | +5.5% | -17.7% | -24.6% |
| 5Y | -49.1% | +35.7% | -84.8% | -59.9% |
| 10Y | +423.1% | +379.1% | +44.0% | +213.3% |
| All | +423.1% | +423.1% | 0.0% | +213.3% |
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