+252.9%
DXCM vs AME
+421.6%
-168.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.8% |
| 7D | -6.2% | +2.8% | -9.0% | -7.6% |
| 30D | -0.3% | -6.3% | +6.0% | +3.0% |
| 3M | +10.3% | +5.4% | +4.9% | +6.6% |
| 6M | +24.1% | +7.4% | +16.7% | +18.2% |
| YTD | +27.4% | +16.2% | +11.2% | +16.1% |
| 1Y | +8.4% | +26.8% | -18.4% | -6.4% |
| 3Y | -19.0% | +57.5% | -76.5% | -40.6% |
| 5Y | -38.6% | +84.8% | -123.4% | -59.2% |
| 10Y | +252.9% | +424.3% | -171.4% | +26.0% |
| All | +252.9% | +421.6% | -168.7% | +26.0% |
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