-16.3%
DXCM vs AWK
+24.3%
-40.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -6.0% |
| 7D | -3.5% | +4.1% | -7.6% | -3.3% |
| 30D | -5.8% | +18.0% | -23.8% | -4.9% |
| 3M | -4.3% | +12.2% | -16.6% | -3.6% |
| 6M | +31.6% | +21.2% | +10.3% | +33.2% |
| YTD | +19.6% | +17.6% | +2.1% | +21.1% |
| 1Y | +36.9% | +19.2% | +17.6% | +38.6% |
| 3Y | -16.3% | +26.7% | -43.0% | -16.6% |
| All | -16.3% | +24.3% | -40.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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