+404.2%
DXCM vs AR
+44.3%
+359.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.9% |
| 7D | -3.5% | -14.3% | +10.8% | -2.6% |
| 30D | -5.8% | +1.4% | -7.2% | -6.0% |
| 3M | -4.3% | +3.4% | -7.7% | -4.7% |
| 6M | +31.6% | -2.1% | +33.6% | +31.4% |
| YTD | +19.6% | +4.7% | +14.9% | +18.8% |
| 1Y | +36.9% | +10.6% | +26.3% | +35.3% |
| 3Y | -16.3% | +24.6% | -40.9% | -18.4% |
| 5Y | -50.0% | +71.9% | -121.9% | -52.6% |
| All | +404.2% | +44.3% | +359.9% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling