+373.3%
DXCM vs ADM
+127.5%
+245.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -3.6% | +0.7% | -4.3% | -3.8% |
| 30D | -4.3% | -14.7% | +10.4% | -1.3% |
| 3M | -10.4% | -10.4% | +0.1% | -8.6% |
| 6M | +33.1% | -10.9% | +44.1% | +35.5% |
| YTD | +22.6% | +26.0% | -3.4% | +14.7% |
| 1Y | +36.5% | +26.5% | +10.1% | +27.5% |
| 3Y | -13.5% | +8.2% | -21.7% | -18.1% |
| 5Y | -49.6% | +24.0% | -73.6% | -54.9% |
| All | +373.3% | +127.5% | +245.7% | +237.1% |
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