+3,865.3%
DXCM vs AVAV
+308.3%
+3,556.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.8% | +5.3% | -2.7% |
| 7D | +5.7% | -24.3% | +30.0% | +10.9% |
| 30D | +1.3% | -28.9% | +30.2% | +7.4% |
| 3M | +2.2% | -39.3% | +41.4% | +11.1% |
| 6M | +42.0% | -38.8% | +80.8% | +51.3% |
| YTD | +27.3% | -57.8% | +85.1% | +41.7% |
| 1Y | +42.5% | -70.9% | +113.4% | +69.9% |
| 3Y | -13.3% | -14.8% | +1.5% | -23.4% |
| 5Y | -46.8% | +7.3% | -54.1% | -57.1% |
| 10Y | +445.8% | +325.3% | +120.5% | +185.0% |
| All | +3,865.3% | +308.3% | +3,556.9% | +1,664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling