+11.2%
DXCM vs AU
+73.4%
-62.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.0% |
| 7D | -5.8% | -7.0% | +1.2% | -5.3% |
| 30D | -5.6% | +7.3% | -12.9% | -6.2% |
| 3M | +13.0% | +33.2% | -20.2% | +10.3% |
| 6M | +24.7% | -0.6% | +25.3% | +25.1% |
| YTD | +27.3% | +26.2% | +1.2% | +25.1% |
| 1Y | +11.2% | +68.3% | -57.1% | +18.0% |
| All | +11.2% | +73.4% | -62.2% | +18.0% |
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