-10.9%
DXCM vs AMBA
+10.0%
-20.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -3.2% |
| 7D | +5.7% | -14.6% | +20.2% | +7.9% |
| 30D | +1.3% | -18.8% | +20.1% | +4.0% |
| 3M | +2.2% | -32.6% | +34.8% | +7.5% |
| 6M | +42.0% | -25.8% | +67.8% | +42.7% |
| YTD | +27.3% | -22.1% | +49.4% | +25.0% |
| 1Y | +42.5% | -36.2% | +78.7% | +44.7% |
| All | -10.9% | +10.0% | -20.9% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling