+263.3%
DXCM vs AU
+694.8%
-431.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.0% |
| 7D | -5.8% | -7.0% | +1.2% | -5.4% |
| 30D | -5.6% | +7.3% | -12.9% | -6.0% |
| 3M | +13.0% | +33.2% | -20.2% | +11.1% |
| 6M | +24.7% | -0.6% | +25.3% | +24.2% |
| YTD | +27.3% | +26.2% | +1.2% | +25.2% |
| 1Y | +11.2% | +68.3% | -57.1% | +7.7% |
| 3Y | -19.0% | +592.1% | -611.1% | -27.9% |
| 5Y | -38.5% | +685.3% | -723.7% | -45.8% |
| All | +263.3% | +694.8% | -431.5% | +249.1% |
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 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