-38.6%
DXCM vs APTV
-69.4%
+30.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.4% |
| 7D | -6.2% | +2.0% | -8.2% | -6.8% |
| 30D | -0.3% | -7.7% | +7.4% | +2.0% |
| 3M | +10.3% | -34.0% | +44.3% | +24.1% |
| 6M | +24.1% | -37.1% | +61.2% | +40.4% |
| YTD | +27.4% | -39.9% | +67.3% | +45.2% |
| 1Y | +8.4% | -44.4% | +52.8% | +26.5% |
| 3Y | -19.0% | -54.5% | +35.5% | -2.3% |
| 5Y | -38.6% | -69.1% | +30.5% | -15.2% |
| All | -38.6% | -69.4% | +30.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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