+2,906.0%
AMD vs DXCM
+2,829.8%
+76.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | -0.7% |
| 7D | -15.5% | +12.5% | -28.0% | -18.2% |
| 30D | -22.6% | +1.8% | -24.4% | -23.3% |
| 3M | -5.7% | +1.8% | -7.5% | -6.8% |
| 6M | +43.1% | +47.4% | -4.3% | +26.9% |
| YTD | +128.2% | +33.3% | +94.9% | +107.1% |
| 1Y | +95.5% | +44.6% | +50.9% | +73.6% |
| 3Y | +335.4% | -9.2% | +344.7% | +309.6% |
| 5Y | +255.5% | -43.8% | +299.3% | +269.0% |
| 10Y | +7,350.9% | +471.8% | +6,879.2% | +4,093.7% |
| All | +2,906.0% | +2,829.8% | +76.2% | +811.6% |
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