+373.3%
DXCM vs AMP
+452.8%
-79.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | -3.6% | +1.2% | -4.8% | -4.0% |
| 30D | -4.3% | +4.4% | -8.8% | -5.8% |
| 3M | -10.4% | -8.8% | -1.5% | -7.4% |
| 6M | +33.1% | +9.9% | +23.2% | +27.9% |
| YTD | +22.6% | +6.1% | +16.5% | +18.9% |
| 1Y | +36.5% | +10.6% | +26.0% | +30.3% |
| 3Y | -13.5% | +58.8% | -72.3% | -28.3% |
| 5Y | -49.6% | +79.0% | -128.6% | -60.6% |
| All | +373.3% | +452.8% | -79.5% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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