+3,092.7%
DXCM vs AMCR
+100.3%
+2,992.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +4.9% | -2.4% | +7.3% | +5.5% |
| 30D | -0.2% | +3.6% | -3.8% | -0.9% |
| 3M | -8.9% | -4.2% | -4.7% | -7.9% |
| 6M | +42.3% | +15.5% | +26.8% | +37.2% |
| YTD | +25.6% | +9.7% | +15.8% | +21.9% |
| 1Y | +39.5% | +8.3% | +31.2% | +35.9% |
| 3Y | -15.3% | +15.4% | -30.6% | -19.9% |
| 5Y | -48.4% | -9.1% | -39.3% | -48.3% |
| 10Y | +411.4% | +18.6% | +392.7% | +360.7% |
| All | +3,092.7% | +100.3% | +2,992.4% | +2,794.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling