+252.9%
DXCM vs AG
+57.4%
+195.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | -6.2% | +4.5% | -10.7% | -6.6% |
| 30D | -0.3% | +12.9% | -13.1% | -1.4% |
| 3M | +10.3% | +20.9% | -10.6% | +7.9% |
| 6M | +24.1% | -19.5% | +43.7% | +25.3% |
| YTD | +27.4% | +24.8% | +2.6% | +22.7% |
| 1Y | +8.4% | +120.2% | -111.9% | -1.5% |
| 3Y | -19.0% | +279.0% | -298.0% | -32.1% |
| 5Y | -38.6% | +67.9% | -106.5% | -46.3% |
| 10Y | +252.9% | +57.5% | +195.5% | +204.5% |
| All | +252.9% | +57.4% | +195.6% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling