+59.3%
AMAT vs DXCM
+44.9%
+14.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -26.5% | -5.0% | -21.5% | -26.1% |
| 3M | -28.6% | -8.8% | -19.8% | -27.9% |
| 6M | -14.2% | +31.9% | -46.1% | -20.6% |
| YTD | +45.5% | +20.4% | +25.1% | +42.9% |
| 1Y | +59.3% | +45.7% | +13.6% | +58.3% |
| All | +59.3% | +44.9% | +14.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling