-27.6%
AAL vs DXCM
+2,441.1%
-2,468.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.5% |
| 7D | +4.6% | -3.5% | +8.1% | +5.6% |
| 30D | +2.6% | -5.8% | +8.4% | +4.1% |
| 3M | -17.8% | -4.3% | -13.4% | -17.1% |
| 6M | +1.9% | +31.6% | -29.7% | -6.2% |
| YTD | -14.0% | +19.6% | -33.7% | -19.0% |
| 1Y | +0.2% | +36.9% | -36.6% | -9.0% |
| 3Y | +13.0% | -16.3% | +29.3% | +9.2% |
| 5Y | -39.6% | -50.0% | +10.4% | -35.8% |
| 10Y | -65.7% | +413.2% | -478.8% | -84.6% |
| All | -27.6% | +2,441.1% | -2,468.7% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling