+404.2%
DXCM vs AMBA
-0.9%
+405.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.1% | -12.1% | -7.3% |
| 7D | -3.5% | -7.2% | +3.7% | -2.1% |
| 30D | -5.8% | -10.4% | +4.6% | -4.1% |
| 3M | -4.3% | -30.1% | +25.8% | +2.2% |
| 6M | +31.6% | -22.4% | +54.0% | +31.8% |
| YTD | +19.6% | -17.3% | +37.0% | +16.5% |
| 1Y | +36.9% | -35.4% | +72.3% | +40.1% |
| 3Y | -16.3% | +18.6% | -34.9% | -31.1% |
| 5Y | -50.0% | -69.8% | +19.8% | -47.7% |
| All | +404.2% | -0.9% | +405.1% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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