-21.2%
DXCM vs AJG
+9.5%
-30.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -5.8% | -8.5% | +2.7% | -4.2% |
| 30D | -5.6% | -3.8% | -1.8% | -4.9% |
| 3M | +13.0% | +10.8% | +2.2% | +11.2% |
| 6M | +24.7% | +15.6% | +9.1% | +21.6% |
| YTD | +27.3% | -5.1% | +32.5% | +27.2% |
| 1Y | +11.2% | -16.0% | +27.2% | +12.5% |
| All | -21.2% | +9.5% | -30.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling