-19.0%
DXCM vs AMP
+70.1%
-89.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -6.2% | +2.6% | -8.8% | -7.1% |
| 30D | -0.3% | +0.8% | -1.1% | -0.6% |
| 3M | +10.3% | +24.3% | -13.9% | +1.4% |
| 6M | +24.1% | +20.6% | +3.6% | +15.0% |
| YTD | +27.4% | +14.6% | +12.7% | +20.0% |
| 1Y | +8.4% | +14.5% | -6.2% | +2.0% |
| 3Y | -19.0% | +67.9% | -86.9% | -26.7% |
| All | -19.0% | +70.1% | -89.1% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling