+31.6%
DXCM vs AWK
+21.9%
+9.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -5.9% |
| 7D | -3.5% | +4.1% | -7.6% | -3.6% |
| 30D | -5.8% | +18.0% | -23.8% | -5.5% |
| 3M | -4.3% | +12.2% | -16.6% | -3.7% |
| 6M | +31.6% | +21.2% | +10.3% | +33.8% |
| All | +31.6% | +21.9% | +9.7% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling