+423.1%
DXCM vs AMBA
+12.8%
+410.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.0% |
| 7D | -4.4% | 0.0% | -4.3% | -4.5% |
| 30D | -3.6% | -8.6% | +5.0% | -2.2% |
| 3M | -4.3% | -29.0% | +24.6% | +1.8% |
| 6M | +33.8% | -19.2% | +53.0% | +32.9% |
| YTD | +22.1% | -13.0% | +35.1% | +17.7% |
| 1Y | +47.4% | -31.3% | +78.7% | +48.8% |
| 3Y | -12.3% | +28.1% | -40.4% | -29.1% |
| 5Y | -49.1% | -69.4% | +20.4% | -46.9% |
| 10Y | +423.1% | +7.6% | +415.5% | +254.8% |
| All | +423.1% | +12.8% | +410.3% | +254.8% |
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