+2.1%
AAL vs DXCM
+11.0%
-8.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.5% |
| 7D | -3.7% | -3.2% | -0.5% | -3.3% |
| 30D | -20.8% | +6.3% | -27.1% | -21.6% |
| 3M | -1.3% | +21.1% | -22.4% | -4.5% |
| 6M | +5.4% | +20.6% | -15.2% | +0.5% |
| YTD | -14.4% | +32.4% | -46.8% | -18.1% |
| 1Y | +2.1% | +8.8% | -6.7% | -2.9% |
| All | +2.1% | +11.0% | -8.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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