-16.3%
DXCM vs ACGL
+31.5%
-47.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.0% | -5.3% |
| 7D | -3.5% | +0.9% | -4.4% | -3.6% |
| 30D | -5.8% | +13.7% | -19.5% | -7.9% |
| 3M | -4.3% | +8.0% | -12.4% | -5.7% |
| 6M | +31.6% | +13.3% | +18.3% | +29.0% |
| YTD | +19.6% | +11.8% | +7.8% | +17.2% |
| 1Y | +36.9% | +22.2% | +14.6% | +32.1% |
| 3Y | -16.3% | +32.5% | -48.7% | -16.5% |
| All | -16.3% | +31.5% | -47.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling