-50.1%
DXCM vs ACM
-2.7%
-47.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -3.5% | +5.4% | -8.9% | -5.5% |
| 30D | -5.8% | +15.1% | -20.9% | -11.0% |
| 3M | -4.3% | -10.5% | +6.1% | -0.6% |
| 6M | +31.6% | -19.7% | +51.3% | +42.7% |
| YTD | +19.6% | -28.8% | +48.5% | +36.2% |
| 1Y | +36.9% | -47.9% | +84.7% | +82.3% |
| 3Y | -16.3% | -12.4% | -3.9% | -22.8% |
| All | -50.1% | -2.7% | -47.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling