+8.4%
DXCM vs AG
+123.1%
-114.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -6.2% | +4.5% | -10.7% | -6.4% |
| 30D | -0.3% | +12.9% | -13.1% | -1.0% |
| 3M | +10.3% | +20.9% | -10.6% | +8.8% |
| 6M | +24.1% | -19.5% | +43.7% | +26.8% |
| YTD | +27.4% | +24.8% | +2.6% | +23.8% |
| 1Y | +8.4% | +120.2% | -111.9% | +5.0% |
| All | +8.4% | +123.1% | -114.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling