+5.1%
DXCM vs AMRZ
-19.2%
+24.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.3% |
| 7D | -6.5% | -4.7% | -1.8% | -5.5% |
| 30D | -4.3% | -11.3% | +7.0% | -1.9% |
| 3M | +7.3% | -22.1% | +29.3% | +12.6% |
| 6M | +22.0% | -29.6% | +51.6% | +31.4% |
| YTD | +26.4% | -23.3% | +49.7% | +31.6% |
| 1Y | +7.0% | -23.7% | +30.7% | +10.8% |
| All | +5.1% | -19.2% | +24.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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