-16.3%
DXCM vs ACI
-35.7%
+19.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -5.7% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | -5.8% | +10.3% | -16.1% | -6.2% |
| 3M | -4.3% | +7.2% | -11.5% | -4.6% |
| 6M | +31.6% | -18.0% | +49.6% | +31.8% |
| YTD | +19.6% | -22.0% | +41.6% | +19.9% |
| 1Y | +36.9% | -23.4% | +60.2% | +37.2% |
| 3Y | -16.3% | -35.8% | +19.6% | -15.0% |
| All | -16.3% | -35.7% | +19.4% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling