-21.8%
DXCM vs AFL
+62.8%
-84.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -6.5% | -2.1% | -4.3% | -6.1% |
| 30D | -4.3% | -5.4% | +1.1% | -3.3% |
| 3M | +7.3% | -0.3% | +7.5% | +7.3% |
| 6M | +22.0% | +5.2% | +16.8% | +20.6% |
| YTD | +26.4% | +5.7% | +20.7% | +24.6% |
| 1Y | +7.0% | +10.2% | -3.2% | +4.1% |
| All | -21.8% | +62.8% | -84.6% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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