-10.9%
DXCM vs AMC
-72.0%
+61.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.5% | +8.0% | -4.1% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +1.3% | +4.4% | -3.1% | +1.2% |
| 3M | +2.2% | +15.4% | -13.2% | +1.7% |
| 6M | +42.0% | +93.7% | -51.7% | +38.7% |
| YTD | +27.3% | +97.4% | -70.2% | +24.1% |
| 1Y | +42.5% | +23.2% | +19.3% | +39.9% |
| All | -10.9% | -72.0% | +61.1% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling