+331.1%
AMD vs DXCM
-13.8%
+344.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.1% |
| 7D | +2.6% | -3.2% | +5.8% | +3.2% |
| 30D | -0.9% | +6.3% | -7.3% | -2.3% |
| 3M | -8.7% | +21.1% | -29.8% | -13.0% |
| 6M | +136.3% | +20.6% | +115.8% | +124.9% |
| YTD | +123.0% | +32.4% | +90.6% | +107.2% |
| 1Y | +195.2% | +8.8% | +186.3% | +185.8% |
| All | +331.1% | -13.8% | +344.9% | +309.0% |
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