-12.4%
DXCM vs ADM
+17.6%
-30.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.2% | +3.8% | -7.0% | -3.1% |
| 30D | +6.3% | +9.8% | -3.4% | +6.6% |
| 3M | +21.1% | +2.1% | +19.0% | +21.1% |
| 6M | +20.6% | +27.5% | -6.9% | +20.8% |
| YTD | +32.4% | +50.2% | -17.8% | +32.2% |
| 1Y | +8.8% | +40.6% | -31.8% | +8.6% |
| All | -12.4% | +17.6% | -30.0% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling