-32.9%
DXCM vs AMIX
-100.0%
+67.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | +4.9% | -9.9% | +14.8% | +4.9% |
| 30D | -0.2% | -52.8% | +52.6% | -0.4% |
| 3M | -8.9% | -80.0% | +71.1% | -9.4% |
| 6M | +42.3% | -80.2% | +122.5% | +42.6% |
| YTD | +25.6% | -88.1% | +113.7% | +24.9% |
| 1Y | +39.5% | -91.1% | +130.6% | +38.6% |
| All | -32.9% | -100.0% | +67.0% | -40.6% |
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