-12.4%
DXCM vs ACM
-21.7%
+9.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.2% | -3.7% | +0.5% | -2.4% |
| 30D | +6.3% | -11.1% | +17.4% | +8.8% |
| 3M | +21.1% | -8.0% | +29.1% | +22.8% |
| 6M | +20.6% | -29.7% | +50.2% | +30.1% |
| YTD | +32.4% | -29.4% | +61.8% | +42.3% |
| 1Y | +8.8% | -46.4% | +55.3% | +24.6% |
| All | -12.4% | -21.7% | +9.3% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling