-39.3%
DXCM vs AU
+688.4%
-727.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -6.5% | +0.6% | -7.1% | -6.5% |
| 30D | -4.3% | +12.3% | -16.6% | -5.3% |
| 3M | +7.3% | +29.4% | -22.1% | +4.6% |
| 6M | +22.0% | +3.2% | +18.8% | +21.0% |
| YTD | +26.4% | +31.8% | -5.4% | +22.3% |
| 1Y | +7.0% | +83.4% | -76.4% | +0.3% |
| 3Y | -19.6% | +623.1% | -642.7% | -36.9% |
| 5Y | -39.3% | +700.5% | -739.8% | -52.2% |
| All | -39.3% | +688.4% | -727.7% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling