+423.1%
DXCM vs ADM
+100.2%
+322.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -4.4% | -7.8% | +3.5% | -2.8% |
| 30D | -3.6% | -12.6% | +9.0% | -1.1% |
| 3M | -4.3% | -8.2% | +3.9% | -2.9% |
| 6M | +33.8% | -8.9% | +42.7% | +35.4% |
| YTD | +22.1% | +24.0% | -1.8% | +14.7% |
| 1Y | +47.4% | +26.2% | +21.2% | +37.9% |
| 3Y | -12.3% | +7.0% | -19.3% | -16.8% |
| 5Y | -49.1% | +24.9% | -74.0% | -54.4% |
| 10Y | +423.1% | +102.6% | +320.5% | +284.8% |
| All | +423.1% | +100.2% | +322.9% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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