+384.5%
DXCM vs AMT
+136.5%
+248.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | +4.9% | +1.5% | +3.4% | +4.4% |
| 30D | -0.2% | +6.8% | -7.0% | -2.3% |
| 3M | -8.9% | +11.2% | -20.1% | -12.4% |
| 6M | +42.3% | +12.5% | +29.8% | +35.8% |
| YTD | +25.6% | +12.5% | +13.1% | +19.2% |
| 1Y | +39.5% | +10.1% | +29.4% | +33.3% |
| 3Y | -15.3% | +16.0% | -31.3% | -24.0% |
| 5Y | -48.4% | -17.2% | -31.3% | -47.1% |
| All | +384.5% | +136.5% | +248.1% | +362.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling