-17.2%
DXCM vs AU
+516.8%
-534.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.6% |
| 7D | -3.6% | -1.1% | -2.6% | -3.6% |
| 30D | -4.3% | -4.4% | +0.1% | -4.1% |
| 3M | -10.4% | -10.0% | -0.4% | -10.0% |
| 6M | +33.1% | -14.5% | +47.6% | +34.1% |
| YTD | +22.6% | +6.4% | +16.2% | +21.4% |
| 1Y | +36.5% | +7.7% | +28.9% | +34.9% |
| All | -17.2% | +516.8% | -534.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling