-39.3%
DXCM vs AFL
+133.0%
-172.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -6.5% | -2.1% | -4.3% | -5.7% |
| 30D | -4.3% | -5.4% | +1.1% | -2.3% |
| 3M | +7.3% | -0.3% | +7.5% | +7.2% |
| 6M | +22.0% | +5.2% | +16.8% | +19.1% |
| YTD | +26.4% | +5.7% | +20.7% | +22.8% |
| 1Y | +7.0% | +10.2% | -3.2% | +1.6% |
| 3Y | -19.6% | +63.4% | -83.0% | -38.9% |
| 5Y | -39.3% | +133.0% | -172.3% | -61.8% |
| All | -39.3% | +133.0% | -172.3% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling