+47.8%
DXCM vs AA
+9.4%
+38.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.6% |
| 7D | -4.4% | +4.8% | -9.2% | -4.7% |
| 30D | -3.6% | -0.6% | -3.0% | -3.6% |
| 3M | -4.3% | -16.3% | +11.9% | -3.3% |
| 6M | +33.8% | -33.4% | +67.2% | +38.5% |
| YTD | +22.1% | -20.7% | +42.8% | +21.8% |
| All | +47.8% | +9.4% | +38.5% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling