+88.9%
AGG vs DXCM
+2,810.6%
-2,721.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | -0.2% | -3.2% | +3.1% | -0.2% |
| 30D | -0.4% | +6.3% | -6.7% | -0.4% |
| 3M | -0.7% | +21.1% | -21.8% | -0.7% |
| 6M | -1.5% | +20.6% | -22.1% | -1.5% |
| YTD | -0.3% | +32.4% | -32.7% | -0.3% |
| 1Y | +1.3% | +8.8% | -7.5% | +1.3% |
| 3Y | +13.2% | -13.7% | +27.0% | +13.2% |
| 5Y | -1.4% | -35.2% | +33.8% | -1.5% |
| 10Y | +14.9% | +281.8% | -266.9% | +15.6% |
| All | +88.9% | +2,810.6% | -2,721.7% | +91.5% |
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