+90.5%
APH vs DXCM
-13.8%
+104.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.5% | -44.3% | -47.5% |
| 7D | -48.7% | -1.6% | -47.1% | -48.5% |
| 30D | -51.9% | +6.3% | -58.3% | -52.0% |
| 3M | -43.6% | +21.1% | -64.6% | -44.2% |
| 6M | -37.5% | +20.6% | -58.1% | -38.4% |
| YTD | -38.6% | +32.4% | -71.1% | -39.9% |
| 1Y | -26.3% | +8.8% | -35.2% | -27.0% |
| All | +90.5% | -13.8% | +104.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling