-17.2%
DXCM vs AGI
+128.6%
-145.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.7% |
| 7D | -3.6% | -7.5% | +3.9% | -3.0% |
| 30D | -4.3% | -9.9% | +5.6% | -3.7% |
| 3M | -10.4% | -14.2% | +3.8% | -9.5% |
| 6M | +33.1% | -35.2% | +68.3% | +38.2% |
| YTD | +22.6% | -25.2% | +47.9% | +25.2% |
| 1Y | +36.5% | -14.3% | +50.9% | +37.7% |
| All | -17.2% | +128.6% | -145.8% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling