+4,491.4%
DXCM vs APTV
+142.1%
+4,349.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -9.2% | -8.9% | -0.3% | -6.4% |
| 30D | -6.5% | -9.5% | +3.0% | -3.4% |
| 3M | -10.3% | -20.6% | +10.3% | -3.8% |
| 6M | +35.4% | -28.9% | +64.3% | +47.3% |
| YTD | +21.1% | -48.2% | +69.3% | +44.5% |
| 1Y | +38.2% | -51.7% | +89.9% | +68.6% |
| 3Y | -14.6% | -48.1% | +33.5% | -2.4% |
| 5Y | -49.6% | -76.7% | +27.1% | -27.6% |
| 10Y | +393.1% | -25.6% | +418.7% | +326.3% |
| All | +4,491.4% | +142.1% | +4,349.3% | +2,082.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling