+8.8%
DXCM vs AU
+100.5%
-91.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -3.2% | -3.6% | +0.4% | -3.0% |
| 30D | +6.3% | +23.9% | -17.5% | +4.8% |
| 3M | +21.1% | +19.1% | +2.0% | +19.9% |
| 6M | +20.6% | -0.2% | +20.7% | +21.2% |
| YTD | +32.4% | +32.5% | 0.0% | +30.6% |
| 1Y | +8.8% | +96.9% | -88.1% | +28.1% |
| All | +8.8% | +100.5% | -91.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling