-17.2%
DXCM vs AA
+70.6%
-87.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -3.6% | +5.3% | -8.9% | -4.4% |
| 30D | -4.3% | -2.3% | -2.1% | -4.1% |
| 3M | -10.4% | -20.8% | +10.5% | -7.8% |
| 6M | +33.1% | -39.8% | +72.9% | +41.9% |
| YTD | +22.6% | -23.3% | +45.9% | +24.4% |
| 1Y | +36.5% | +1.8% | +34.7% | +31.9% |
| All | -17.2% | +70.6% | -87.8% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling