+4,922.9%
DXCM vs APTV
+194.6%
+4,728.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.0% |
| 7D | -3.2% | +4.8% | -8.0% | -4.7% |
| 30D | +6.3% | +2.0% | +4.3% | +5.5% |
| 3M | +21.1% | -34.2% | +55.3% | +36.4% |
| 6M | +20.6% | -34.7% | +55.2% | +34.8% |
| YTD | +32.4% | -37.0% | +69.4% | +48.8% |
| 1Y | +8.8% | -40.4% | +49.2% | +24.2% |
| 3Y | -13.7% | -54.1% | +40.4% | +2.8% |
| 5Y | -35.2% | -68.0% | +32.8% | -15.8% |
| 10Y | +281.8% | -15.5% | +297.3% | +218.0% |
| All | +4,922.9% | +194.6% | +4,728.3% | +2,147.8% |
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