+142.7%
AMAT vs DXCM
-18.8%
+161.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +5.0% |
| 7D | -14.7% | -3.5% | -11.2% | -14.3% |
| 30D | -36.1% | -5.8% | -30.3% | -35.6% |
| 3M | -36.9% | -4.3% | -32.5% | -36.6% |
| 6M | -22.2% | +31.6% | -53.8% | -26.7% |
| YTD | +29.9% | +19.6% | +10.3% | +24.8% |
| 1Y | +43.3% | +36.9% | +6.4% | +34.7% |
| 3Y | +142.7% | -16.3% | +158.9% | +118.3% |
| All | +142.7% | -18.8% | +161.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling