+2,894.9%
DXCM vs ADM
+562.7%
+2,332.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.2% | +3.8% | -7.0% | -4.5% |
| 30D | +6.3% | +9.8% | -3.4% | +2.9% |
| 3M | +21.1% | +2.1% | +19.0% | +19.7% |
| 6M | +20.6% | +27.5% | -6.9% | +9.6% |
| YTD | +32.4% | +50.2% | -17.8% | +13.4% |
| 1Y | +8.8% | +40.6% | -31.8% | -5.0% |
| 3Y | -13.7% | +17.2% | -31.0% | -23.0% |
| 5Y | -35.2% | +61.9% | -97.1% | -50.0% |
| 10Y | +281.8% | +159.3% | +122.5% | +132.3% |
| All | +2,894.9% | +562.7% | +2,332.2% | +1,078.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling