+20.6%
DXCM vs AAOX
-91.5%
+112.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +31.3% | -30.8% | +1.1% |
| 7D | -9.2% | -20.1% | +11.0% | -9.3% |
| 30D | -6.5% | -75.5% | +69.0% | -8.3% |
| 3M | -10.3% | -89.0% | +78.7% | -12.7% |
| 6M | +35.4% | -96.7% | +132.2% | +30.8% |
| All | +20.6% | -91.5% | +112.1% | +13.9% |
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 · 6 months rolling