+12.6%
AGG vs DXCM
-19.0%
+31.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -0.9% | -5.8% | +4.9% | -0.9% |
| 30D | -1.0% | -5.6% | +4.6% | -0.9% |
| 3M | -1.3% | +13.0% | -14.3% | -1.4% |
| 6M | -2.1% | +24.7% | -26.7% | -2.2% |
| YTD | -1.2% | +27.3% | -28.6% | -1.4% |
| 1Y | -0.5% | +11.2% | -11.7% | -0.6% |
| All | +12.6% | -19.0% | +31.6% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling