+2,662.2%
DXCM vs APA
+9.8%
+2,652.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -4.4% | -8.7% | +4.4% | -2.7% |
| 30D | -3.6% | -2.4% | -1.2% | -3.5% |
| 3M | -4.3% | +19.0% | -23.3% | -8.5% |
| 6M | +33.8% | +26.8% | +7.0% | +25.7% |
| YTD | +22.1% | +87.3% | -65.2% | +3.8% |
| 1Y | +47.4% | +92.3% | -44.9% | +24.3% |
| 3Y | -12.3% | +37.3% | -49.5% | -23.6% |
| 5Y | -49.1% | +73.2% | -122.3% | -60.1% |
| 10Y | +423.1% | -0.9% | +424.0% | +266.0% |
| All | +2,662.2% | +9.8% | +2,652.3% | +1,391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling