+2,739.2%
DXCM vs AON
+1,831.7%
+907.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.7% |
| 7D | +4.9% | +1.0% | +3.9% | +4.4% |
| 30D | -0.2% | +23.2% | -23.3% | -9.6% |
| 3M | -8.9% | -5.0% | -3.9% | -7.2% |
| 6M | +42.3% | +9.3% | +32.9% | +35.2% |
| YTD | +25.6% | -3.4% | +29.0% | +25.3% |
| 1Y | +39.5% | -2.9% | +42.4% | +38.8% |
| 3Y | -15.3% | +3.6% | -18.9% | -22.5% |
| 5Y | -48.4% | +16.9% | -65.3% | -56.0% |
| 10Y | +411.4% | +234.4% | +177.0% | +134.8% |
| All | +2,739.2% | +1,831.7% | +907.5% | +558.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 all: compounded portfolio wealth divided by compounded AON 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…
all analysis · Full analysis span regression · 6 months rolling