+423.1%
DXCM vs ALM
+2,221.4%
-1,798.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +2.0% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | -3.6% | -26.1% | +22.5% | -3.3% |
| 3M | -4.3% | -38.1% | +33.8% | -3.9% |
| 6M | +33.8% | -55.4% | +89.2% | +34.9% |
| YTD | +22.1% | -0.4% | +22.5% | +21.7% |
| 1Y | +47.4% | +25.4% | +22.0% | +46.5% |
| 3Y | -12.3% | +907.8% | -920.0% | -15.8% |
| 5Y | -49.1% | +440.2% | -489.3% | -51.1% |
| 10Y | +423.1% | +2,031.1% | -1,608.0% | +430.6% |
| All | +423.1% | +2,221.4% | -1,798.3% | +430.6% |
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