+44.6%
DXCM vs AMT
+13.5%
+31.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +5.8% |
| 7D | +12.5% | +6.0% | +6.5% | +11.2% |
| 30D | +1.8% | +20.1% | -18.3% | -1.6% |
| 3M | +1.8% | +12.4% | -10.6% | -0.3% |
| 6M | +47.4% | +9.9% | +37.4% | +43.5% |
| YTD | +33.3% | +14.4% | +18.9% | +28.5% |
| 1Y | +44.6% | +12.4% | +32.2% | +40.8% |
| All | +44.6% | +13.5% | +31.1% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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