-16.3%
DXCM vs AME
+62.2%
-78.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -6.4% |
| 7D | -3.5% | -5.2% | +1.7% | -2.7% |
| 30D | -5.8% | -8.0% | +2.2% | -4.5% |
| 3M | -4.3% | -8.9% | +4.6% | -2.9% |
| 6M | +31.6% | -5.0% | +36.5% | +32.0% |
| YTD | +19.6% | +11.9% | +7.8% | +15.3% |
| 1Y | +36.9% | +16.6% | +20.2% | +30.7% |
| 3Y | -16.3% | +62.5% | -78.7% | -25.8% |
| All | -16.3% | +62.2% | -78.5% | -25.8% |
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