+393.1%
DXCM vs AR
+58.9%
+334.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -9.2% | +2.1% | -11.3% | -9.3% |
| 30D | -6.5% | +4.5% | -11.0% | -6.8% |
| 3M | -10.3% | +1.0% | -11.3% | -10.4% |
| 6M | +35.4% | +4.4% | +31.0% | +34.8% |
| YTD | +21.1% | +10.9% | +10.2% | +19.8% |
| 1Y | +38.2% | +8.6% | +29.7% | +36.8% |
| 3Y | -14.6% | +48.5% | -63.1% | -17.6% |
| 5Y | -49.6% | +95.7% | -145.3% | -52.5% |
| 10Y | +393.1% | +55.5% | +337.6% | +365.1% |
| All | +393.1% | +58.9% | +334.2% | +365.1% |
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