+44.6%
DXCM vs ACM
-46.6%
+91.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.7% | +6.2% |
| 7D | +12.5% | +9.5% | +3.0% | +11.0% |
| 30D | +1.8% | +14.7% | -12.9% | -0.3% |
| 3M | +1.8% | -9.5% | +11.3% | +3.7% |
| 6M | +47.4% | -18.0% | +65.4% | +52.0% |
| YTD | +33.3% | -27.3% | +60.6% | +41.2% |
| 1Y | +44.6% | -47.0% | +91.6% | +57.6% |
| All | +44.6% | -46.6% | +91.2% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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