-40.4%
DXCM vs AMDL
+119.6%
-160.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.3% | -13.8% | -0.1% |
| 7D | -9.2% | +18.5% | -27.7% | -10.3% |
| 30D | -6.5% | -24.2% | +17.8% | -6.1% |
| 3M | -10.3% | +11.5% | -21.7% | -12.2% |
| 6M | +35.4% | -1.0% | +36.4% | +29.9% |
| YTD | +21.1% | +260.3% | -239.2% | +1.0% |
| 1Y | +38.2% | +178.2% | -139.9% | +17.3% |
| All | -40.4% | +119.6% | -160.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling