-50.1%
DXCM vs ALM
+396.4%
-446.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.1% | -8.1% | -6.0% |
| 7D | -3.5% | -6.7% | +3.2% | -3.3% |
| 30D | -5.8% | -32.9% | +27.1% | -4.9% |
| 3M | -4.3% | -39.5% | +35.1% | -3.4% |
| 6M | +31.6% | -62.0% | +93.5% | +34.2% |
| YTD | +19.6% | -7.8% | +27.5% | +18.8% |
| 1Y | +36.9% | +26.7% | +10.2% | +34.9% |
| 3Y | -16.3% | +825.4% | -841.6% | -24.7% |
| All | -50.1% | +396.4% | -446.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling