+2,894.9%
DXCM vs AFL
+938.2%
+1,956.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | +6.3% | -6.2% | +12.5% | +8.8% |
| 3M | +21.1% | +2.2% | +18.9% | +19.9% |
| 6M | +20.6% | +5.3% | +15.3% | +17.9% |
| YTD | +32.4% | +8.0% | +24.5% | +27.9% |
| 1Y | +8.8% | +10.2% | -1.4% | +4.0% |
| 3Y | -13.7% | +67.1% | -80.8% | -30.8% |
| 5Y | -35.2% | +135.6% | -170.8% | -54.6% |
| 10Y | +281.8% | +299.4% | -17.6% | +104.4% |
| All | +2,894.9% | +938.2% | +1,956.7% | +1,200.8% |
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 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