-43.8%
ACHR vs DXCM
-38.0%
-5.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.4% |
| 7D | -2.7% | -6.5% | +3.8% | -0.5% |
| 30D | -12.1% | -4.3% | -7.8% | -10.8% |
| 3M | +3.4% | +7.3% | -3.9% | +0.3% |
| 6M | -15.6% | +22.0% | -37.7% | -22.1% |
| YTD | -26.9% | +26.4% | -53.2% | -33.3% |
| 1Y | -34.8% | +7.0% | -41.7% | -37.8% |
| 3Y | -19.2% | -19.6% | +0.4% | -23.2% |
| 5Y | -43.8% | -39.3% | -4.5% | -47.0% |
| All | -43.8% | -38.0% | -5.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling