-39.3%
DXCM vs AMP
+120.7%
-160.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -4.3% | -1.0% | -3.3% | -3.8% |
| 3M | +7.3% | +23.2% | -16.0% | -3.9% |
| 6M | +22.0% | +20.4% | +1.6% | +10.2% |
| YTD | +26.4% | +13.6% | +12.7% | +17.0% |
| 1Y | +7.0% | +13.4% | -6.4% | -1.1% |
| 3Y | -19.6% | +66.5% | -86.1% | -42.0% |
| 5Y | -39.3% | +120.2% | -159.5% | -64.1% |
| All | -39.3% | +120.7% | -160.0% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling