+3,223.3%
DXCM vs AG
+445.6%
+2,777.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.8% |
| 7D | -3.2% | +1.0% | -4.2% | -3.3% |
| 30D | +6.3% | +19.2% | -12.8% | +4.5% |
| 3M | +21.1% | +6.2% | +14.9% | +19.6% |
| 6M | +20.6% | -26.7% | +47.3% | +22.7% |
| YTD | +32.4% | +26.1% | +6.3% | +27.2% |
| 1Y | +8.8% | +131.7% | -122.8% | -2.1% |
| 3Y | -13.7% | +255.3% | -269.1% | -27.8% |
| 5Y | -35.2% | +61.9% | -97.1% | -43.0% |
| 10Y | +281.8% | +72.0% | +209.8% | +209.8% |
| All | +3,223.3% | +445.6% | +2,777.6% | +1,681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling