+2,605.6%
DXCM vs ADM
+448.0%
+2,157.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | -3.5% | -9.0% | +5.5% | -0.5% |
| 30D | -5.8% | -14.0% | +8.2% | -1.1% |
| 3M | -4.3% | -9.2% | +4.8% | -1.7% |
| 6M | +31.6% | -9.2% | +40.7% | +34.4% |
| YTD | +19.6% | +24.2% | -4.6% | +8.8% |
| 1Y | +36.9% | +27.0% | +9.9% | +23.4% |
| 3Y | -16.3% | +6.6% | -22.9% | -23.2% |
| 5Y | -50.0% | +25.0% | -75.0% | -57.8% |
| 10Y | +413.2% | +100.2% | +312.9% | +242.3% |
| All | +2,605.6% | +448.0% | +2,157.6% | +1,030.9% |
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 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