-36.3%
DXCM vs AVTR
-64.3%
+28.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -3.2% | +2.7% | -5.9% | -3.7% |
| 30D | +6.3% | +12.1% | -5.7% | +4.1% |
| 3M | +21.1% | +57.2% | -36.2% | +10.6% |
| 6M | +20.6% | +73.1% | -52.5% | +7.8% |
| YTD | +32.4% | +30.6% | +1.8% | +24.3% |
| 1Y | +8.8% | +13.5% | -4.7% | +3.6% |
| 3Y | -13.7% | -31.0% | +17.3% | -13.1% |
| All | -36.3% | -64.3% | +28.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling