+423.1%
DXCM vs AMT
+116.9%
+306.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | -3.6% | +3.7% | -7.3% | -4.7% |
| 3M | -4.3% | +10.7% | -15.1% | -7.8% |
| 6M | +33.8% | +9.3% | +24.5% | +29.1% |
| YTD | +22.1% | +10.9% | +11.2% | +16.6% |
| 1Y | +47.4% | +10.5% | +36.9% | +40.7% |
| 3Y | -12.3% | +15.5% | -27.8% | -21.1% |
| 5Y | -49.1% | -20.6% | -28.5% | -47.0% |
| 10Y | +423.1% | +124.5% | +298.6% | +436.5% |
| All | +423.1% | +116.9% | +306.2% | +436.5% |
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