-49.6%
DXCM vs AGI
+245.8%
-295.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.8% |
| 7D | -3.6% | -7.5% | +3.9% | -2.7% |
| 30D | -4.3% | -9.9% | +5.6% | -3.2% |
| 3M | -10.4% | -14.2% | +3.8% | -9.0% |
| 6M | +33.1% | -35.2% | +68.3% | +40.2% |
| YTD | +22.6% | -25.2% | +47.9% | +25.4% |
| 1Y | +36.5% | -14.3% | +50.9% | +36.6% |
| 3Y | -13.5% | +127.7% | -141.1% | -31.2% |
| 5Y | -49.6% | +243.4% | -293.1% | -62.5% |
| All | -49.6% | +245.8% | -295.5% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling