+2,798.4%
AMAT vs DXCM
+2,696.7%
+101.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.0% | -12.7% |
| 7D | -24.3% | +5.7% | -30.0% | -25.2% |
| 30D | -39.8% | +1.3% | -41.1% | -40.0% |
| 3M | -40.2% | +2.2% | -42.4% | -40.6% |
| 6M | -22.1% | +42.0% | -64.1% | -28.3% |
| YTD | +24.7% | +27.3% | -2.6% | +17.3% |
| 1Y | +33.3% | +42.5% | -9.2% | +22.6% |
| 3Y | +133.9% | -13.3% | +147.2% | +125.3% |
| 5Y | +117.1% | -46.8% | +163.9% | +124.0% |
| 10Y | +1,158.7% | +445.8% | +712.9% | +710.2% |
| All | +2,798.4% | +2,696.7% | +101.7% | +965.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling