+4,009.2%
DXCM vs ACM
+233.3%
+3,775.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -3.5% | +5.4% | -8.9% | -5.4% |
| 30D | -5.8% | +15.1% | -20.9% | -10.9% |
| 3M | -4.3% | -10.5% | +6.1% | -1.1% |
| 6M | +31.6% | -19.7% | +51.3% | +41.1% |
| YTD | +19.6% | -28.8% | +48.5% | +33.8% |
| 1Y | +36.9% | -47.9% | +84.7% | +72.8% |
| 3Y | -16.3% | -12.4% | -3.9% | -16.2% |
| 5Y | -50.0% | +0.6% | -50.6% | -52.7% |
| 10Y | +413.2% | +161.3% | +251.9% | +194.6% |
| All | +4,009.2% | +233.3% | +3,775.9% | +1,686.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling