+2,780.1%
DXCM vs AJG
+1,605.4%
+1,174.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -1.6% |
| 7D | -6.2% | -3.8% | -2.5% | -4.2% |
| 30D | -0.3% | +1.6% | -1.9% | -1.2% |
| 3M | +10.3% | +18.6% | -8.3% | -0.1% |
| 6M | +24.1% | +10.9% | +13.2% | +15.8% |
| YTD | +27.4% | -2.0% | +29.3% | +26.1% |
| 1Y | +8.4% | -14.9% | +23.3% | +15.9% |
| 3Y | -19.0% | +13.4% | -32.4% | -30.0% |
| 5Y | -38.6% | +83.2% | -121.8% | -59.7% |
| 10Y | +252.9% | +484.3% | -231.3% | +15.7% |
| All | +2,780.1% | +1,605.4% | +1,174.6% | +426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling