+9.2%
DXCM vs AJG
-17.2%
+26.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | -5.5% | -8.3% | +2.7% | -3.4% |
| 30D | -8.6% | -5.7% | -2.9% | -7.1% |
| 3M | +10.3% | +9.1% | +1.3% | +8.3% |
| 6M | +25.2% | +15.2% | +10.0% | +21.0% |
| YTD | +25.1% | -6.3% | +31.4% | +25.4% |
| 1Y | +9.2% | -19.1% | +28.4% | +8.9% |
| All | +9.2% | -17.2% | +26.4% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling