+39.5%
DXCM vs AU
+6.3%
+33.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | +4.9% | -7.2% | +12.1% | +5.7% |
| 30D | -0.2% | -2.9% | +2.7% | -0.1% |
| 3M | -8.9% | -8.7% | -0.2% | -8.5% |
| 6M | +42.3% | -14.1% | +56.4% | +44.4% |
| YTD | +25.6% | +4.8% | +20.8% | +18.2% |
| 1Y | +39.5% | +11.9% | +27.6% | +27.5% |
| All | +39.5% | +6.3% | +33.2% | +27.5% |
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