-48.1%
DXCM vs AVAV
+28.1%
-76.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.7% |
| 7D | +4.9% | +4.2% | +0.7% | +4.3% |
| 30D | -0.2% | -2.6% | +2.4% | -0.3% |
| 3M | -8.9% | -38.0% | +29.1% | -3.4% |
| 6M | +42.3% | -27.0% | +69.3% | +45.4% |
| YTD | +25.6% | -51.4% | +77.0% | +33.0% |
| 1Y | +39.5% | -60.2% | +99.8% | +52.5% |
| 3Y | -15.3% | -6.7% | -8.6% | -29.8% |
| All | -48.1% | +28.1% | -76.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling