-48.1%
DXCM vs AA
-17.9%
-30.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.7% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | -0.2% | -0.6% | +0.4% | -0.1% |
| 3M | -8.9% | -19.7% | +10.7% | -6.1% |
| 6M | +42.3% | -41.6% | +83.9% | +53.3% |
| YTD | +25.6% | -24.6% | +50.2% | +28.3% |
| 1Y | +39.5% | +4.9% | +34.7% | +34.5% |
| 3Y | -15.3% | +66.8% | -82.1% | -28.1% |
| All | -48.1% | -17.9% | -30.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling