+47.8%
DXCM vs AVAV
-62.5%
+110.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.6% | -10.5% | +1.5% |
| 7D | -4.4% | +3.2% | -7.5% | -4.5% |
| 30D | -3.6% | -7.4% | +3.8% | -3.2% |
| 3M | -4.3% | -32.0% | +27.7% | -2.2% |
| 6M | +33.8% | -24.6% | +58.3% | +35.5% |
| YTD | +22.1% | -47.5% | +69.7% | +23.0% |
| All | +47.8% | -62.5% | +110.3% | +51.2% |
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