-16.3%
DXCM vs ALC
+2.3%
-18.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.2% |
| 7D | -3.5% | +4.9% | -8.4% | -5.0% |
| 30D | -5.8% | +19.0% | -24.8% | -11.2% |
| 3M | -4.3% | +7.8% | -12.1% | -6.8% |
| 6M | +31.6% | +14.6% | +17.0% | +25.6% |
| YTD | +19.6% | -4.4% | +24.1% | +20.3% |
| 1Y | +36.9% | +1.4% | +35.5% | +35.0% |
| 3Y | -16.3% | +2.5% | -18.8% | -19.2% |
| All | -16.3% | +2.3% | -18.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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