+384.5%
DXCM vs ACGL
+324.4%
+60.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +4.9% | +2.2% | +2.8% | +4.2% |
| 30D | -0.2% | +12.3% | -12.5% | -3.8% |
| 3M | -8.9% | +11.8% | -20.7% | -12.1% |
| 6M | +42.3% | +17.5% | +24.8% | +35.0% |
| YTD | +25.6% | +14.3% | +11.3% | +19.8% |
| 1Y | +39.5% | +18.2% | +21.4% | +31.6% |
| 3Y | -15.3% | +33.2% | -48.4% | -25.1% |
| 5Y | -48.4% | +174.3% | -222.8% | -65.2% |
| All | +384.5% | +324.4% | +60.2% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling