+26.9%
DXCM vs AAOX
-52.8%
+79.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.2% | -15.0% | -3.6% |
| 7D | -6.2% | +15.2% | -21.4% | -5.9% |
| 30D | -0.3% | -40.3% | +40.1% | -0.8% |
| 3M | +10.3% | -81.2% | +91.5% | +8.9% |
| All | +26.9% | -52.8% | +79.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling