+2,673.1%
DXCM vs AU
+237.9%
+2,435.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.8% |
| 7D | -3.6% | -1.1% | -2.6% | -3.6% |
| 30D | -4.3% | -4.4% | +0.1% | -4.0% |
| 3M | -10.4% | -10.0% | -0.4% | -9.7% |
| 6M | +33.1% | -14.5% | +47.6% | +34.1% |
| YTD | +22.6% | +6.4% | +16.2% | +19.7% |
| 1Y | +36.5% | +7.7% | +28.9% | +33.0% |
| 3Y | -13.5% | +514.1% | -527.6% | -33.0% |
| 5Y | -49.6% | +386.5% | -436.2% | -60.9% |
| 10Y | +399.5% | +851.3% | -451.8% | +227.7% |
| All | +2,673.1% | +237.9% | +2,435.2% | +1,523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling