+2,605.6%
DXCM vs AME
+2,108.4%
+497.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -7.5% |
| 7D | -3.5% | -5.2% | +1.7% | -0.9% |
| 30D | -5.8% | -8.0% | +2.2% | -1.7% |
| 3M | -4.3% | -8.9% | +4.6% | -0.1% |
| 6M | +31.6% | -5.0% | +36.5% | +32.9% |
| YTD | +19.6% | +11.9% | +7.8% | +9.1% |
| 1Y | +36.9% | +16.6% | +20.2% | +21.6% |
| 3Y | -16.3% | +62.5% | -78.7% | -42.2% |
| 5Y | -50.0% | +67.6% | -117.6% | -66.0% |
| 10Y | +413.2% | +450.4% | -37.2% | +52.6% |
| All | +2,605.6% | +2,108.4% | +497.2% | +254.7% |
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