-36.3%
DXCM vs AMBA
-54.5%
+18.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -3.2% | -11.0% | +7.7% | -0.9% |
| 30D | +6.3% | -23.2% | +29.5% | +12.2% |
| 3M | +21.1% | -12.7% | +33.8% | +20.9% |
| 6M | +20.6% | +11.2% | +9.4% | +11.2% |
| YTD | +32.4% | -11.2% | +43.7% | +27.8% |
| 1Y | +8.8% | -22.5% | +31.4% | +6.6% |
| 3Y | -13.7% | -1.3% | -12.4% | -26.2% |
| All | -36.3% | -54.5% | +18.3% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling