-35.3%
DXCM vs AMIX
-100.0%
+64.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -20.0% | +20.5% | +0.5% |
| 7D | -9.2% | -8.1% | -1.1% | -9.2% |
| 30D | -6.5% | -52.3% | +45.8% | -6.7% |
| 3M | -10.3% | -83.8% | +73.5% | -10.8% |
| 6M | +35.4% | -79.0% | +114.4% | +35.7% |
| YTD | +21.1% | -87.2% | +108.2% | +20.5% |
| 1Y | +38.2% | -91.7% | +129.9% | +37.0% |
| All | -35.3% | -100.0% | +64.6% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 10y: compounded portfolio wealth divided by compounded AMIX 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…
10y analysis · Full analysis span regression · 6 months rolling