+6,351.7%
AMD vs DXCM
+410.2%
+5,941.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.0% | +17.0% | +12.8% |
| 7D | -11.0% | -3.5% | -7.5% | -10.3% |
| 30D | -30.5% | -5.8% | -24.7% | -29.6% |
| 3M | -8.2% | -4.3% | -3.9% | -7.9% |
| 6M | +6.6% | +31.6% | -25.0% | -4.6% |
| YTD | +109.7% | +19.6% | +90.0% | +92.8% |
| 1Y | +88.9% | +36.9% | +52.0% | +66.4% |
| 3Y | +301.8% | -16.3% | +318.1% | +279.3% |
| 5Y | +229.4% | -50.0% | +279.4% | +250.4% |
| All | +6,351.7% | +410.2% | +5,941.5% | +4,280.7% |
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