-16.1%
DXCM vs ACI
+32.1%
-48.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -9.2% | -5.3% | -3.9% | -8.8% |
| 30D | -6.5% | +5.0% | -11.5% | -6.8% |
| 3M | -10.3% | +7.5% | -17.8% | -10.7% |
| 6M | +35.4% | -16.0% | +51.4% | +36.5% |
| YTD | +21.1% | -20.6% | +41.7% | +22.4% |
| 1Y | +38.2% | -23.5% | +61.8% | +40.0% |
| 3Y | -14.6% | -32.1% | +17.6% | -13.3% |
| 5Y | -49.6% | -42.5% | -7.1% | -48.8% |
| All | -16.1% | +32.1% | -48.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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