+2,894.9%
DXCM vs AIG
-87.5%
+2,982.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.2% | -0.9% | -2.3% | -3.1% |
| 30D | +6.3% | -4.9% | +11.2% | +7.1% |
| 3M | +21.1% | +4.5% | +16.6% | +20.2% |
| 6M | +20.6% | -1.4% | +22.0% | +20.8% |
| YTD | +32.4% | -9.8% | +42.2% | +34.2% |
| 1Y | +8.8% | -4.5% | +13.4% | +9.2% |
| 3Y | -13.7% | +37.4% | -51.2% | -18.7% |
| 5Y | -35.2% | +55.0% | -90.2% | -40.3% |
| 10Y | +281.8% | +63.7% | +218.1% | +233.9% |
| All | +2,894.9% | -87.5% | +2,982.4% | +3,622.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling