+8.4%
DXCM vs AA
+62.9%
-54.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.5% | -7.4% | -4.1% |
| 7D | -6.2% | +1.7% | -7.9% | -6.3% |
| 30D | -0.3% | +3.3% | -3.6% | -0.6% |
| 3M | +10.3% | -29.4% | +39.7% | +14.3% |
| 6M | +24.1% | -12.8% | +36.9% | +24.6% |
| YTD | +27.4% | -2.1% | +29.5% | +25.5% |
| 1Y | +8.4% | +62.8% | -54.4% | -0.2% |
| All | +8.4% | +62.9% | -54.5% | -0.2% |
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