+1,059.7%
APH vs DXCM
+279.8%
+780.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +5.0% | -3.2% | +8.2% | +5.5% |
| 30D | -3.9% | +6.3% | -10.2% | -4.8% |
| 3M | +13.0% | +21.1% | -8.1% | +9.2% |
| 6M | +25.2% | +20.6% | +4.6% | +20.8% |
| YTD | +22.9% | +32.4% | -9.5% | +16.9% |
| 1Y | +47.8% | +8.8% | +39.0% | +44.1% |
| 3Y | +283.0% | -13.7% | +296.8% | +269.1% |
| 5Y | +349.7% | -35.2% | +384.8% | +340.1% |
| All | +1,059.7% | +279.8% | +780.0% | +869.5% |
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 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