+8.8%
APH vs DXCM
+34.7%
-25.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.2% |
| 7D | -5.9% | -3.5% | -2.4% | -5.8% |
| 30D | -14.8% | -5.8% | -9.0% | -14.6% |
| 3M | -12.4% | -4.3% | -8.1% | -12.4% |
| 6M | +8.1% | +31.6% | -23.5% | +2.7% |
| YTD | +10.9% | +19.6% | -8.7% | +8.3% |
| 1Y | +8.8% | +36.9% | -28.1% | +3.9% |
| All | +8.8% | +34.7% | -25.9% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling