+883.8%
DXCM vs AMC
-97.8%
+981.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.5% | +8.0% | -4.3% |
| 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% | +1.8% |
| 6M | +42.0% | +93.7% | -51.7% | +39.3% |
| YTD | +27.3% | +97.4% | -70.2% | +24.6% |
| 1Y | +42.5% | +23.2% | +19.3% | +40.9% |
| 3Y | -13.3% | -71.3% | +57.9% | -12.9% |
| 5Y | -46.8% | -99.3% | +52.4% | -44.0% |
| 10Y | +445.8% | -98.7% | +544.5% | +518.1% |
| All | +883.8% | -97.8% | +981.6% | +824.4% |
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