+45.7%
DXCM vs AME
+21.9%
+23.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.7% | -4.1% | +0.5% | -3.1% |
| 30D | -5.0% | -4.1% | -0.9% | -4.5% |
| 3M | -8.8% | -5.6% | -3.2% | -7.8% |
| 6M | +31.9% | +2.8% | +29.0% | +28.8% |
| YTD | +20.4% | +16.6% | +3.8% | +12.3% |
| 1Y | +45.7% | +21.1% | +24.6% | +34.2% |
| All | +45.7% | +21.9% | +23.8% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling