+285.2%
APH vs DXCM
-48.7%
+333.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.1% |
| 7D | +4.9% | +4.9% | -0.1% | +4.2% |
| 30D | -5.4% | -0.2% | -5.2% | -5.5% |
| 3M | -5.5% | -8.9% | +3.5% | -4.5% |
| 6M | +25.9% | +42.3% | -16.4% | +18.0% |
| YTD | +16.4% | +25.6% | -9.2% | +11.1% |
| 1Y | +16.5% | +39.5% | -23.0% | +9.4% |
| 3Y | +270.9% | -15.3% | +286.1% | +254.3% |
| All | +285.2% | -48.7% | +333.9% | +275.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling