+1.9%
DXCM vs AMRZ
-19.3%
+21.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | -3.6% | -4.0% | +0.4% | -2.7% |
| 30D | -4.3% | +12.4% | -16.7% | -6.4% |
| 3M | -10.4% | -11.5% | +1.1% | -7.9% |
| 6M | +33.1% | -21.6% | +54.7% | +39.2% |
| YTD | +22.6% | -23.4% | +46.0% | +27.9% |
| 1Y | +36.5% | -17.2% | +53.7% | +37.6% |
| All | +1.9% | -19.3% | +21.2% | +5.7% |
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