+196.6%
AMD vs DXCM
-46.6%
+243.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.7% | -15.9% |
| 7D | -28.6% | +5.7% | -34.3% | -29.8% |
| 30D | -37.7% | +1.3% | -39.0% | -38.1% |
| 3M | -16.1% | +2.2% | -18.3% | -17.2% |
| 6M | +13.8% | +42.0% | -28.2% | -1.1% |
| YTD | +88.8% | +27.3% | +61.6% | +69.7% |
| 1Y | +57.8% | +42.5% | +15.3% | +36.3% |
| 3Y | +260.3% | -13.3% | +273.6% | +229.9% |
| 5Y | +196.6% | -46.8% | +243.4% | +244.7% |
| All | +196.6% | -46.6% | +243.2% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling