-12.4%
DXCM vs APA
+5.6%
-18.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -3.2% | +0.5% | -3.8% | -3.3% |
| 30D | +6.3% | +23.4% | -17.1% | +4.1% |
| 3M | +21.1% | +12.7% | +8.4% | +19.4% |
| 6M | +20.6% | +39.4% | -18.8% | +14.8% |
| YTD | +32.4% | +79.0% | -46.5% | +21.7% |
| 1Y | +8.8% | +88.8% | -80.0% | -1.2% |
| All | -12.4% | +5.6% | -18.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling