+423.1%
DXCM vs AME
+465.0%
-41.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | 0.0% |
| 7D | -4.4% | -1.5% | -2.8% | -4.0% |
| 30D | -3.6% | -4.2% | +0.5% | -2.1% |
| 3M | -4.3% | -5.9% | +1.6% | -2.3% |
| 6M | +33.8% | +2.8% | +30.9% | +29.6% |
| YTD | +22.1% | +16.6% | +5.6% | +10.3% |
| 1Y | +47.4% | +22.1% | +25.3% | +29.7% |
| 3Y | -12.3% | +64.7% | -76.9% | -37.5% |
| 5Y | -49.1% | +76.6% | -125.7% | -65.5% |
| 10Y | +423.1% | +443.9% | -20.8% | +116.3% |
| All | +423.1% | +465.0% | -41.9% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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