-12.4%
DXCM vs AME
+50.7%
-63.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | +6.3% | -6.7% | +13.0% | +7.9% |
| 3M | +21.1% | +4.1% | +17.0% | +19.6% |
| 6M | +20.6% | +1.6% | +19.0% | +19.4% |
| YTD | +32.4% | +16.1% | +16.3% | +27.8% |
| 1Y | +8.8% | +27.3% | -18.5% | +2.9% |
| All | -12.4% | +50.7% | -63.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling