+393.1%
DXCM vs AMC
-98.7%
+491.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -9.2% | -2.8% | -6.3% | -9.2% |
| 30D | -6.5% | +14.0% | -20.5% | -6.7% |
| 3M | -10.3% | +42.5% | -52.8% | -10.9% |
| 6M | +35.4% | +142.6% | -107.1% | +32.8% |
| YTD | +21.1% | +119.2% | -98.2% | +18.8% |
| 1Y | +38.2% | +40.7% | -2.5% | +36.6% |
| 3Y | -14.6% | -57.3% | +42.7% | -14.8% |
| 5Y | -49.6% | -99.1% | +49.6% | -47.7% |
| 10Y | +393.1% | -98.7% | +491.8% | +461.2% |
| All | +393.1% | -98.7% | +491.8% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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