-12.4%
DXCM vs AMC
-79.6%
+67.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.1% |
| 7D | -3.2% | +2.3% | -5.5% | -3.2% |
| 30D | +6.3% | -0.7% | +7.1% | +6.3% |
| 3M | +21.1% | +35.2% | -14.1% | +20.8% |
| 6M | +20.6% | +124.6% | -104.0% | +20.2% |
| YTD | +32.4% | +69.9% | -37.4% | +31.9% |
| 1Y | +8.8% | -2.6% | +11.4% | +7.9% |
| All | -12.4% | -79.6% | +67.2% | -22.0% |
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