-51.8%
ACHR vs DXCM
-10.3%
-41.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.7% |
| 7D | +15.3% | -4.4% | +19.7% | +16.6% |
| 30D | -3.0% | -3.6% | +0.6% | -2.3% |
| 3M | -14.0% | -4.3% | -9.6% | -13.1% |
| 6M | -25.8% | +33.8% | -59.5% | -33.9% |
| YTD | -36.0% | +22.1% | -58.2% | -41.2% |
| 1Y | -41.2% | +47.4% | -88.6% | -49.1% |
| 3Y | -8.6% | -12.3% | +3.7% | -15.8% |
| 5Y | -20.6% | -49.1% | +28.5% | -20.2% |
| All | -51.8% | -10.3% | -41.5% | -58.5% |
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