+423.1%
DXCM vs AA
+64.5%
+358.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.3% |
| 7D | -4.4% | +4.8% | -9.2% | -4.9% |
| 30D | -3.6% | -0.6% | -3.0% | -3.6% |
| 3M | -4.3% | -16.3% | +11.9% | -2.4% |
| 6M | +33.8% | -33.4% | +67.2% | +39.9% |
| YTD | +22.1% | -20.7% | +42.8% | +23.8% |
| 1Y | +47.4% | +12.9% | +34.5% | +42.2% |
| 3Y | -12.3% | +75.7% | -88.0% | -22.6% |
| 5Y | -49.1% | -6.8% | -42.3% | -52.5% |
| 10Y | +423.1% | +53.6% | +369.5% | +281.4% |
| All | +423.1% | +64.5% | +358.7% | +281.4% |
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