+270.1%
DXCM vs ALM
+2,950.3%
-2,680.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -3.2% | -2.6% | -0.6% | -3.2% |
| 30D | +6.3% | +32.0% | -25.7% | +5.9% |
| 3M | +21.1% | -15.0% | +36.1% | +21.2% |
| 6M | +20.6% | -10.1% | +30.7% | +20.5% |
| YTD | +32.4% | +99.4% | -67.0% | +31.0% |
| 1Y | +8.8% | +316.4% | -307.5% | +6.6% |
| 3Y | -13.7% | +2,022.0% | -2,035.7% | -17.6% |
| 5Y | -35.2% | +941.2% | -976.4% | -37.9% |
| All | +270.1% | +2,950.3% | -2,680.3% | +277.7% |
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