+404.2%
DXCM vs AMT
+113.8%
+290.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.1% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | -5.8% | +13.6% | -19.4% | -9.9% |
| 3M | -4.3% | +11.5% | -15.8% | -8.0% |
| 6M | +31.6% | +6.9% | +24.6% | +27.9% |
| YTD | +19.6% | +10.8% | +8.8% | +14.2% |
| 1Y | +36.9% | +10.3% | +26.5% | +30.8% |
| 3Y | -16.3% | +12.4% | -28.7% | -23.8% |
| 5Y | -50.0% | -20.1% | -29.9% | -48.1% |
| All | +404.2% | +113.8% | +290.4% | +401.5% |
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