+2,318.3%
DXCM vs AMBA
+722.2%
+1,596.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -2.6% |
| 7D | +5.7% | -14.6% | +20.2% | +9.0% |
| 30D | +1.3% | -18.8% | +20.1% | +5.2% |
| 3M | +2.2% | -32.6% | +34.8% | +9.6% |
| 6M | +42.0% | -25.8% | +67.8% | +43.8% |
| YTD | +27.3% | -22.1% | +49.4% | +26.0% |
| 1Y | +42.5% | -36.2% | +78.7% | +46.1% |
| 3Y | -13.3% | +10.0% | -23.3% | -25.7% |
| 5Y | -46.8% | -71.6% | +24.7% | -43.5% |
| 10Y | +445.8% | -4.7% | +450.5% | +314.2% |
| All | +2,318.3% | +722.2% | +1,596.1% | +1,491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling