+285.6%
APH vs DXCM
-13.8%
+299.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +5.0% | -3.2% | +8.2% | +5.2% |
| 30D | -3.9% | +6.3% | -10.2% | -4.3% |
| 3M | +13.0% | +21.1% | -8.1% | +11.2% |
| 6M | +25.2% | +20.6% | +4.6% | +23.0% |
| YTD | +22.9% | +32.4% | -9.5% | +19.9% |
| 1Y | +47.8% | +8.8% | +39.0% | +46.0% |
| All | +285.6% | -13.8% | +299.4% | +282.6% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling