-51.3%
ACHR vs DXCM
-11.1%
-40.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.0% |
| 7D | +18.0% | -9.2% | +27.1% | +21.4% |
| 30D | +3.6% | -6.5% | +10.1% | +5.5% |
| 3M | -28.4% | -10.3% | -18.2% | -26.3% |
| 6M | -25.7% | +35.4% | -61.1% | -34.1% |
| YTD | -35.4% | +21.1% | -56.4% | -40.5% |
| 1Y | -45.6% | +38.2% | -83.9% | -52.0% |
| 3Y | -2.2% | -14.6% | +12.4% | -9.0% |
| 5Y | -20.3% | -49.6% | +29.2% | -19.7% |
| All | -51.3% | -11.1% | -40.2% | -58.0% |
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 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