-33.3%
DXCM vs AHR
+360.2%
-393.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -5.8% | -3.0% | -2.7% | -5.3% |
| 30D | -5.6% | +2.6% | -8.2% | -6.0% |
| 3M | +13.0% | +16.0% | -3.0% | +10.1% |
| 6M | +24.7% | +3.1% | +21.6% | +23.8% |
| YTD | +27.3% | +16.0% | +11.3% | +23.2% |
| 1Y | +11.2% | +28.0% | -16.8% | +4.4% |
| All | -33.3% | +360.2% | -393.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling