+404.2%
DXCM vs ACGL
+337.7%
+66.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.0% | -5.0% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -5.8% | +13.7% | -19.5% | -9.6% |
| 3M | -4.3% | +8.0% | -12.4% | -6.7% |
| 6M | +31.6% | +13.3% | +18.3% | +26.3% |
| YTD | +19.6% | +11.8% | +7.8% | +14.9% |
| 1Y | +36.9% | +22.2% | +14.6% | +27.6% |
| 3Y | -16.3% | +32.5% | -48.7% | -25.9% |
| 5Y | -50.0% | +160.2% | -210.2% | -65.7% |
| All | +404.2% | +337.7% | +66.5% | +162.3% |
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