+883.4%
APH vs DXCM
+410.2%
+473.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +5.0% |
| 7D | -5.9% | -3.5% | -2.4% | -5.6% |
| 30D | -14.8% | -5.8% | -9.0% | -14.2% |
| 3M | -12.4% | -4.3% | -8.1% | -12.2% |
| 6M | +8.1% | +31.6% | -23.5% | +2.6% |
| YTD | +10.9% | +19.6% | -8.7% | +6.7% |
| 1Y | +8.8% | +36.9% | -28.1% | +2.5% |
| 3Y | +262.1% | -16.3% | +278.3% | +250.2% |
| 5Y | +283.1% | -50.0% | +333.2% | +288.8% |
| All | +883.4% | +410.2% | +473.2% | +677.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling