+7,765.4%
AMD vs DXCM
+402.7%
+7,362.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.1% | -9.5% |
| 7D | +18.9% | +4.9% | +14.0% | +17.3% |
| 30D | -6.4% | -0.2% | -6.3% | -6.8% |
| 3M | +10.6% | -8.9% | +19.5% | +12.8% |
| 6M | +19.9% | +42.3% | -22.4% | +5.0% |
| YTD | +149.4% | +25.6% | +123.8% | +126.2% |
| 1Y | +115.4% | +39.5% | +75.8% | +89.0% |
| 3Y | +357.3% | -15.3% | +372.6% | +331.3% |
| 5Y | +261.1% | -48.4% | +309.6% | +280.4% |
| All | +7,765.4% | +402.7% | +7,362.6% | +5,647.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling