-41.1%
DXCM vs AMDL
+47.6%
-88.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +22.3% | -28.3% | -7.0% |
| 7D | -3.5% | -26.2% | +22.7% | -2.6% |
| 30D | -5.8% | -57.1% | +51.3% | -2.8% |
| 3M | -4.3% | -29.8% | +25.5% | -4.2% |
| 6M | +31.6% | -22.2% | +53.8% | +26.8% |
| YTD | +19.6% | +142.1% | -122.5% | +1.7% |
| 1Y | +36.9% | +85.8% | -49.0% | +18.4% |
| All | -41.1% | +47.6% | -88.6% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling