+38.2%
DXCM vs AMDL
+168.6%
-130.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.3% | -13.8% | +0.5% |
| 7D | -9.2% | +18.5% | -27.7% | -9.0% |
| 30D | -6.5% | -24.2% | +17.8% | -6.3% |
| 3M | -10.3% | +11.5% | -21.7% | -10.2% |
| 6M | +35.4% | -1.0% | +36.4% | +33.5% |
| YTD | +21.1% | +260.3% | -239.2% | +8.1% |
| 1Y | +38.2% | +178.2% | -139.9% | +26.4% |
| All | +38.2% | +168.6% | -130.3% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling