+175.8%
DXCM vs AVTR
+6.1%
+169.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -3.6% | +3.2% | -6.8% | -4.5% |
| 30D | -4.3% | +0.5% | -4.8% | -4.7% |
| 3M | -10.4% | +12.1% | -22.5% | -13.5% |
| 6M | +33.1% | +91.2% | -58.1% | +9.4% |
| YTD | +22.6% | +36.3% | -13.7% | +10.0% |
| 1Y | +36.5% | +35.2% | +1.3% | +22.5% |
| 3Y | -13.5% | -15.8% | +2.4% | -19.2% |
| 5Y | -49.6% | -58.9% | +9.3% | -36.4% |
| All | +175.8% | +6.1% | +169.7% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling