+252.9%
DXCM vs ADM
+158.6%
+94.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -6.2% | -0.1% | -6.2% | -6.2% |
| 30D | -0.3% | +11.0% | -11.3% | -2.3% |
| 3M | +10.3% | +6.0% | +4.3% | +8.8% |
| 6M | +24.1% | +26.9% | -2.8% | +17.3% |
| YTD | +27.4% | +50.0% | -22.7% | +15.6% |
| 1Y | +8.4% | +39.6% | -31.2% | -0.2% |
| 3Y | -19.0% | +18.5% | -37.5% | -23.8% |
| 5Y | -38.6% | +62.6% | -101.2% | -48.0% |
| 10Y | +252.9% | +162.4% | +90.5% | +146.5% |
| All | +252.9% | +158.6% | +94.3% | +146.5% |
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