-29.3%
DXCM vs AMIX
-99.9%
+70.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -3.2% | -13.7% | +10.5% | -3.3% |
| 30D | +6.3% | -62.1% | +68.4% | +6.1% |
| 3M | +21.1% | -46.2% | +67.3% | +21.5% |
| 6M | +20.6% | -46.4% | +67.0% | +21.0% |
| YTD | +32.4% | -60.3% | +92.7% | +32.3% |
| 1Y | +8.8% | -79.7% | +88.5% | +7.8% |
| All | -29.3% | -99.9% | +70.6% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling