+373.3%
DXCM vs ALM
+1,942.8%
-1,569.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.4% |
| 7D | -3.6% | -4.0% | +0.4% | -3.6% |
| 30D | -4.3% | -30.5% | +26.2% | -3.9% |
| 3M | -10.4% | -46.9% | +36.5% | -9.7% |
| 6M | +33.1% | -65.5% | +98.6% | +34.7% |
| YTD | +22.6% | -13.4% | +36.0% | +22.4% |
| 1Y | +36.5% | +9.8% | +26.8% | +35.9% |
| 3Y | -13.5% | +783.1% | -796.6% | -16.8% |
| 5Y | -49.6% | +378.3% | -427.9% | -51.5% |
| All | +373.3% | +1,942.8% | -1,569.6% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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