+36.9%
DXCM vs ACI
-23.4%
+60.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.5% |
| 7D | -3.5% | -2.2% | -1.3% | -3.0% |
| 30D | -5.8% | +10.3% | -16.1% | -6.5% |
| 3M | -4.3% | +7.2% | -11.5% | -4.8% |
| 6M | +31.6% | -18.0% | +49.6% | +32.3% |
| YTD | +19.6% | -22.0% | +41.6% | +21.4% |
| 1Y | +36.9% | -23.4% | +60.2% | +39.0% |
| All | +36.9% | -23.4% | +60.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling