+404.2%
DXCM vs AMC
-98.7%
+502.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -6.0% |
| 7D | -3.5% | +2.6% | -6.1% | -3.5% |
| 30D | -5.8% | +9.0% | -14.8% | -5.9% |
| 3M | -4.3% | +22.2% | -26.5% | -4.8% |
| 6M | +31.6% | +91.5% | -59.9% | +29.6% |
| YTD | +19.6% | +101.3% | -81.6% | +17.6% |
| 1Y | +36.9% | +20.8% | +16.1% | +35.6% |
| 3Y | -16.3% | -71.3% | +55.1% | -16.0% |
| 5Y | -50.0% | -99.2% | +49.2% | -48.1% |
| All | +404.2% | -98.7% | +502.9% | +460.9% |
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