-21.8%
DXCM vs AMCR
+5.2%
-27.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.2% |
| 7D | -6.5% | -6.3% | -0.2% | -5.3% |
| 30D | -4.3% | -7.1% | +2.8% | -2.9% |
| 3M | +7.3% | +12.7% | -5.4% | +4.8% |
| 6M | +22.0% | +5.2% | +16.9% | +20.2% |
| YTD | +26.4% | +8.1% | +18.3% | +23.6% |
| 1Y | +7.0% | +10.0% | -3.1% | +4.3% |
| All | -21.8% | +5.2% | -27.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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