+2,902.3%
DXCM vs AG
+294.5%
+2,607.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.8% | -6.1% |
| 7D | -3.5% | +6.3% | -9.8% | -4.0% |
| 30D | -5.8% | -8.9% | +3.1% | -5.1% |
| 3M | -4.3% | -12.2% | +7.9% | -3.6% |
| 6M | +31.6% | -28.3% | +59.9% | +34.1% |
| YTD | +19.6% | -8.8% | +28.5% | +18.1% |
| 1Y | +36.9% | +39.4% | -2.5% | +29.6% |
| 3Y | -16.3% | +229.4% | -245.7% | -29.4% |
| 5Y | -50.0% | +14.5% | -64.6% | -54.7% |
| 10Y | +413.2% | +82.7% | +330.4% | +313.6% |
| All | +2,902.3% | +294.5% | +2,607.8% | +1,554.6% |
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