+384.5%
DXCM vs AMC
-98.8%
+483.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.4% |
| 7D | +4.9% | +3.5% | +1.4% | +4.9% |
| 30D | -0.2% | +12.5% | -12.6% | -0.4% |
| 3M | -8.9% | +23.6% | -32.5% | -9.3% |
| 6M | +42.3% | +144.4% | -102.1% | +39.5% |
| YTD | +25.6% | +108.3% | -82.8% | +23.3% |
| 1Y | +39.5% | +38.9% | +0.6% | +37.9% |
| 3Y | -15.3% | -58.9% | +43.6% | -15.5% |
| 5Y | -48.4% | -99.2% | +50.7% | -46.5% |
| All | +384.5% | -98.8% | +483.3% | +449.7% |
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