+0.8%
AAL vs DXCM
+40.8%
-40.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.7% |
| 7D | -0.1% | +4.9% | -5.0% | -1.5% |
| 30D | +11.7% | -0.2% | +11.9% | +11.6% |
| 3M | -12.5% | -8.9% | -3.6% | -10.5% |
| 6M | +3.6% | +42.3% | -38.7% | -9.3% |
| YTD | -14.1% | +25.6% | -39.6% | -20.3% |
| 1Y | +0.8% | +39.5% | -38.8% | -11.1% |
| All | +0.8% | +40.8% | -40.0% | -11.1% |
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