+937.0%
AAOI vs DXCM
+1,122.6%
-185.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | +2.9% | -5.8% | +8.7% | +4.5% |
| 30D | -23.1% | -5.6% | -17.5% | -22.1% |
| 3M | -41.0% | +13.0% | -54.0% | -43.8% |
| 6M | -14.3% | +24.7% | -38.9% | -21.5% |
| YTD | +196.3% | +27.3% | +169.0% | +168.9% |
| 1Y | +272.6% | +11.2% | +261.4% | +250.0% |
| 3Y | +775.3% | -19.0% | +794.4% | +762.2% |
| 5Y | +1,290.2% | -38.5% | +1,328.6% | +1,320.5% |
| 10Y | +426.2% | +263.6% | +162.5% | +264.5% |
| All | +937.0% | +1,122.6% | -185.5% | +551.4% |
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