-0.5%
DXCM vs AMRZ
-17.5%
+16.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.5% |
| 7D | -3.5% | +1.2% | -4.7% | -3.6% |
| 30D | -5.8% | +15.1% | -20.9% | -8.4% |
| 3M | -4.3% | -18.1% | +13.7% | -0.4% |
| 6M | +31.6% | -23.5% | +55.0% | +38.7% |
| YTD | +19.6% | -21.6% | +41.3% | +24.1% |
| 1Y | +36.9% | -14.7% | +51.6% | +36.8% |
| All | -0.5% | -17.5% | +16.9% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling