+2,637.6%
DXCM vs AFL
+1,025.9%
+1,611.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -9.2% | +1.4% | -10.6% | -9.7% |
| 30D | -6.5% | +9.7% | -16.2% | -9.7% |
| 3M | -10.3% | +5.5% | -15.8% | -12.2% |
| 6M | +35.4% | +11.2% | +24.2% | +29.7% |
| YTD | +21.1% | +17.1% | +4.0% | +13.3% |
| 1Y | +38.2% | +14.0% | +24.2% | +30.6% |
| 3Y | -14.6% | +66.3% | -80.8% | -31.3% |
| 5Y | -49.6% | +152.7% | -202.3% | -65.5% |
| 10Y | +393.1% | +341.3% | +51.8% | +154.2% |
| All | +2,637.6% | +1,025.9% | +1,611.7% | +1,052.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling