+390.5%
DXCM vs ACM
+132.1%
+258.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -3.7% | +6.6% | -10.3% | -5.7% |
| 30D | -5.0% | +19.8% | -24.8% | -10.7% |
| 3M | -8.8% | -3.1% | -5.7% | -8.5% |
| 6M | +31.9% | -11.5% | +43.4% | +35.7% |
| YTD | +20.4% | -24.7% | +45.1% | +30.5% |
| 1Y | +45.7% | -45.1% | +90.8% | +76.5% |
| 3Y | -15.0% | -8.9% | -6.1% | -16.3% |
| 5Y | -48.5% | +5.4% | -53.9% | -51.8% |
| All | +390.5% | +132.1% | +258.4% | +219.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling