+384.5%
DXCM vs AU
+818.2%
-433.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +4.9% | -7.2% | +12.1% | +5.3% |
| 30D | -0.2% | -2.9% | +2.7% | -0.1% |
| 3M | -8.9% | -8.7% | -0.2% | -8.6% |
| 6M | +42.3% | -14.1% | +56.4% | +42.8% |
| YTD | +25.6% | +4.8% | +20.8% | +24.5% |
| 1Y | +39.5% | +11.9% | +27.6% | +37.9% |
| 3Y | -15.3% | +513.8% | -529.1% | -23.9% |
| 5Y | -48.4% | +379.3% | -427.7% | -53.9% |
| All | +384.5% | +818.2% | -433.7% | +359.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling