+7,097.1%
APH vs DXCM
+2,696.7%
+4,400.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.6% |
| 7D | -12.7% | +5.7% | -18.4% | -13.6% |
| 30D | -19.2% | +1.3% | -20.4% | -19.4% |
| 3M | -16.7% | +2.2% | -18.9% | -17.3% |
| 6M | +5.1% | +42.0% | -36.9% | -1.7% |
| YTD | +6.6% | +27.3% | -20.7% | +1.2% |
| 1Y | +3.9% | +42.5% | -38.6% | -3.2% |
| 3Y | +246.0% | -13.3% | +259.4% | +233.4% |
| 5Y | +268.0% | -46.8% | +314.8% | +273.8% |
| 10Y | +868.2% | +445.8% | +422.4% | +521.3% |
| All | +7,097.1% | +2,696.7% | +4,400.4% | +2,630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling