+39.5%
DXCM vs AMT
+9.0%
+30.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | -0.2% | +6.8% | -7.0% | -1.2% |
| 3M | -8.9% | +11.2% | -20.1% | -10.3% |
| 6M | +42.3% | +12.5% | +29.8% | +38.8% |
| YTD | +25.6% | +12.5% | +13.1% | +22.7% |
| 1Y | +39.5% | +10.1% | +29.4% | +36.9% |
| All | +39.5% | +9.0% | +30.6% | +36.9% |
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