+294.9%
APH vs DXCM
-49.8%
+344.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.4% | -9.2% | +9.6% | +1.7% |
| 30D | -8.0% | -6.5% | -1.5% | -7.2% |
| 3M | -5.0% | -10.3% | +5.3% | -3.8% |
| 6M | +29.9% | +35.4% | -5.5% | +22.7% |
| YTD | +18.0% | +21.1% | -3.1% | +13.2% |
| 1Y | +11.3% | +38.2% | -26.9% | +4.7% |
| 3Y | +274.9% | -14.6% | +289.5% | +256.1% |
| All | +294.9% | -49.8% | +344.7% | +287.0% |
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