-48.5%
DXCM vs AMC
-99.1%
+50.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.5% |
| 7D | -3.7% | +5.5% | -9.2% | -4.0% |
| 30D | -5.0% | +16.1% | -21.1% | -5.7% |
| 3M | -8.8% | +43.0% | -51.8% | -10.6% |
| 6M | +31.9% | +130.7% | -98.8% | +25.0% |
| YTD | +20.4% | +121.8% | -101.4% | +14.0% |
| 1Y | +45.7% | +40.7% | +5.1% | +40.9% |
| 3Y | -15.0% | -56.8% | +41.8% | -14.9% |
| 5Y | -48.5% | -99.1% | +50.6% | -28.0% |
| All | -48.5% | -99.1% | +50.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling