-18.3%
DXCM vs AIG
+39.5%
-57.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -9.2% | +1.4% | -10.6% | -9.4% |
| 30D | -6.5% | +6.6% | -13.1% | -7.5% |
| 3M | -10.3% | +7.9% | -18.1% | -11.5% |
| 6M | +35.4% | +10.4% | +25.1% | +33.2% |
| YTD | +21.1% | -1.3% | +22.4% | +20.7% |
| 1Y | +38.2% | +11.5% | +26.7% | +34.8% |
| All | -18.3% | +39.5% | -57.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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