+416.0%
AAOI vs DXCM
+260.4%
+155.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | -0.2% | -5.5% | +5.4% | +1.4% |
| 30D | -23.7% | -8.6% | -15.1% | -22.0% |
| 3M | -39.0% | +10.3% | -49.4% | -41.6% |
| 6M | -17.0% | +25.2% | -42.3% | -24.4% |
| YTD | +202.2% | +25.1% | +177.1% | +174.7% |
| 1Y | +292.4% | +9.2% | +283.2% | +269.8% |
| 3Y | +804.4% | -22.6% | +827.0% | +799.9% |
| 5Y | +1,318.0% | -39.5% | +1,357.6% | +1,345.4% |
| All | +416.0% | +260.4% | +155.6% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling