+8.8%
DXCM vs ACGL
+4.8%
+4.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +6.3% | -1.0% | +7.3% | +6.5% |
| 3M | +21.1% | +11.0% | +10.0% | +21.2% |
| 6M | +20.6% | -0.3% | +20.9% | +20.3% |
| YTD | +32.4% | +2.3% | +30.2% | +32.6% |
| 1Y | +8.8% | +6.4% | +2.5% | +8.1% |
| All | +8.8% | +4.8% | +4.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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