+423.1%
DXCM vs ACGL
+332.3%
+90.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -4.4% | -1.1% | -3.3% | -3.9% |
| 30D | -3.6% | +13.1% | -16.7% | -7.3% |
| 3M | -4.3% | +9.8% | -14.1% | -7.2% |
| 6M | +33.8% | +15.3% | +18.5% | +27.7% |
| YTD | +22.1% | +12.7% | +9.4% | +17.0% |
| 1Y | +47.4% | +20.7% | +26.7% | +38.0% |
| 3Y | -12.3% | +34.3% | -46.6% | -22.8% |
| 5Y | -49.1% | +170.6% | -219.7% | -65.5% |
| 10Y | +423.1% | +330.6% | +92.5% | +168.7% |
| All | +423.1% | +332.3% | +90.8% | +168.7% |
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