+923.9%
DXCM vs AMC
-98.1%
+1,022.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.1% |
| 7D | -3.2% | +2.3% | -5.5% | -3.3% |
| 30D | +6.3% | -0.7% | +7.1% | +6.3% |
| 3M | +21.1% | +35.2% | -14.1% | +19.9% |
| 6M | +20.6% | +124.6% | -104.0% | +17.9% |
| YTD | +32.4% | +69.9% | -37.4% | +30.2% |
| 1Y | +8.8% | -2.6% | +11.4% | +8.1% |
| 3Y | -13.7% | -79.8% | +66.0% | -13.0% |
| 5Y | -35.2% | -99.4% | +64.2% | -31.5% |
| 10Y | +281.8% | -98.9% | +380.7% | +330.4% |
| All | +923.9% | -98.1% | +1,022.0% | +865.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling