-16.5%
DXCM vs ACI
+34.0%
-50.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.6% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | -5.0% | +9.5% | -14.5% | -5.6% |
| 3M | -8.8% | +10.1% | -18.9% | -9.5% |
| 6M | +31.9% | -15.4% | +47.2% | +32.8% |
| YTD | +20.4% | -19.5% | +40.0% | +21.6% |
| 1Y | +45.7% | -21.0% | +66.7% | +47.3% |
| 3Y | -15.0% | -31.2% | +16.2% | -13.8% |
| 5Y | -48.5% | -40.6% | -7.9% | -47.7% |
| All | -16.5% | +34.0% | -50.5% | -23.7% |
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