+2,739.2%
DXCM vs AFL
+1,030.4%
+1,708.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +4.9% | +2.9% | +2.1% | +3.8% |
| 30D | -0.2% | +8.0% | -8.1% | -3.0% |
| 3M | -8.9% | +5.9% | -14.8% | -11.0% |
| 6M | +42.3% | +11.6% | +30.6% | +36.1% |
| YTD | +25.6% | +17.5% | +8.0% | +17.4% |
| 1Y | +39.5% | +13.3% | +26.3% | +32.1% |
| 3Y | -15.3% | +67.0% | -82.3% | -31.9% |
| 5Y | -48.4% | +150.6% | -199.1% | -64.7% |
| 10Y | +411.4% | +343.1% | +68.3% | +163.3% |
| All | +2,739.2% | +1,030.4% | +1,708.8% | +1,093.4% |
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