+1,472.1%
AXTI vs DXCM
+260.4%
+1,211.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +5.1% | -5.5% | +10.6% | +6.3% |
| 30D | -17.5% | -8.6% | -8.9% | -16.1% |
| 3M | -26.7% | +10.3% | -37.0% | -29.1% |
| 6M | +36.8% | +25.2% | +11.5% | +27.3% |
| YTD | +296.1% | +25.1% | +271.0% | +268.6% |
| 1Y | +1,810.6% | +9.2% | +1,801.4% | +1,721.5% |
| 3Y | +2,587.6% | -22.6% | +2,610.2% | +2,532.4% |
| 5Y | +601.7% | -39.5% | +641.3% | +603.6% |
| All | +1,472.1% | +260.4% | +1,211.7% | +937.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling