+411.2%
DXCM vs AME
+438.4%
-27.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | -4.1% | +0.5% | -1.9% |
| 30D | -5.0% | -4.1% | -0.9% | -3.5% |
| 3M | -8.8% | -5.6% | -3.2% | -7.0% |
| 6M | +31.9% | +2.8% | +29.0% | +27.7% |
| YTD | +20.4% | +16.6% | +3.8% | +8.7% |
| 1Y | +45.7% | +21.1% | +24.6% | +28.8% |
| 3Y | -15.0% | +61.1% | -76.1% | -38.7% |
| 5Y | -48.5% | +76.6% | -125.0% | -65.1% |
| 10Y | +411.2% | +431.3% | -20.1% | +110.4% |
| All | +411.2% | +438.4% | -27.2% | +110.4% |
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