-50.1%
DXCM vs AMT
-20.2%
-30.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.2% |
| 7D | -3.5% | +0.5% | -4.0% | -3.6% |
| 30D | -5.8% | +13.6% | -19.4% | -9.2% |
| 3M | -4.3% | +11.5% | -15.8% | -7.5% |
| 6M | +31.6% | +6.9% | +24.6% | +28.5% |
| YTD | +19.6% | +10.8% | +8.8% | +15.0% |
| 1Y | +36.9% | +10.3% | +26.5% | +31.7% |
| 3Y | -16.3% | +12.4% | -28.7% | -24.4% |
| All | -50.1% | -20.2% | -30.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling