+373.3%
DXCM vs AA
+44.7%
+328.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -3.6% | +5.3% | -8.9% | -4.3% |
| 30D | -4.3% | -2.3% | -2.1% | -4.1% |
| 3M | -10.4% | -20.8% | +10.5% | -7.9% |
| 6M | +33.1% | -39.8% | +72.9% | +41.1% |
| YTD | +22.6% | -23.3% | +45.9% | +24.8% |
| 1Y | +36.5% | +1.8% | +34.7% | +33.6% |
| 3Y | -13.5% | +69.5% | -83.0% | -23.2% |
| 5Y | -49.6% | -18.0% | -31.7% | -52.3% |
| All | +373.3% | +44.7% | +328.6% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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