+34.8%
DXCM vs AVAV
-62.1%
+96.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -9.2% | +9.9% | -19.1% | -9.6% |
| 30D | -6.5% | -5.4% | -1.1% | -6.2% |
| 3M | -10.3% | -36.5% | +26.3% | -7.8% |
| 6M | +35.4% | -25.3% | +60.7% | +37.3% |
| YTD | +21.1% | -48.6% | +69.6% | +21.6% |
| All | +34.8% | -62.1% | +96.9% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling