+47.8%
DXCM vs AMRZ
-12.3%
+60.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.6% |
| 7D | -4.4% | -1.1% | -3.2% | -4.1% |
| 30D | -3.6% | +18.3% | -21.9% | -6.2% |
| 3M | -4.3% | -8.0% | +3.6% | -3.0% |
| 6M | +33.8% | -18.7% | +52.4% | +37.6% |
| YTD | +22.1% | -19.8% | +42.0% | +26.1% |
| All | +47.8% | -12.3% | +60.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling