+257.0%
DXCM vs AJG
+473.1%
-216.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.1% |
| 7D | -5.5% | -8.3% | +2.7% | -1.2% |
| 30D | -8.6% | -5.7% | -2.9% | -5.9% |
| 3M | +10.3% | +9.1% | +1.3% | +4.9% |
| 6M | +25.2% | +15.2% | +10.0% | +14.8% |
| YTD | +25.1% | -6.3% | +31.4% | +27.2% |
| 1Y | +9.2% | -19.1% | +28.4% | +20.2% |
| 3Y | -22.6% | +8.2% | -30.8% | -32.3% |
| 5Y | -39.5% | +75.6% | -115.2% | -60.9% |
| All | +257.0% | +473.1% | -216.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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