+13.0%
AAL vs DXCM
-18.8%
+31.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.2% |
| 7D | +4.6% | -3.5% | +8.1% | +5.4% |
| 30D | +2.6% | -5.8% | +8.4% | +3.8% |
| 3M | -17.8% | -4.3% | -13.4% | -17.2% |
| 6M | +1.9% | +31.6% | -29.7% | -4.8% |
| YTD | -14.0% | +19.6% | -33.7% | -18.0% |
| 1Y | +0.2% | +36.9% | -36.6% | -7.1% |
| 3Y | +13.0% | -16.3% | +29.3% | +8.9% |
| All | +13.0% | -18.8% | +31.8% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling