+2,894.9%
DXCM vs AME
+2,192.5%
+702.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.9% |
| 7D | -3.2% | +0.6% | -3.8% | -3.6% |
| 30D | +6.3% | -6.7% | +13.0% | +10.6% |
| 3M | +21.1% | +4.1% | +17.0% | +17.3% |
| 6M | +20.6% | +1.6% | +19.0% | +18.1% |
| YTD | +32.4% | +16.1% | +16.3% | +19.3% |
| 1Y | +8.8% | +27.3% | -18.5% | -8.0% |
| 3Y | -13.7% | +50.9% | -64.6% | -37.0% |
| 5Y | -35.2% | +81.4% | -116.6% | -57.6% |
| 10Y | +281.8% | +417.0% | -135.2% | +20.0% |
| All | +2,894.9% | +2,192.5% | +702.4% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling