-39.3%
DXCM vs AGI
+392.7%
-432.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -6.5% | +2.2% | -8.7% | -6.7% |
| 30D | -4.3% | +11.3% | -15.6% | -5.7% |
| 3M | +7.3% | +5.6% | +1.6% | +6.3% |
| 6M | +22.0% | -27.7% | +49.7% | +26.9% |
| YTD | +26.4% | -4.1% | +30.5% | +25.7% |
| 1Y | +7.0% | +13.8% | -6.8% | +3.3% |
| 3Y | -19.6% | +217.0% | -236.7% | -37.0% |
| 5Y | -39.3% | +404.3% | -443.6% | -57.3% |
| All | -39.3% | +392.7% | -432.0% | -57.3% |
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