-48.5%
DXCM vs AMT
-19.6%
-28.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -3.7% | +1.6% | -5.3% | -4.0% |
| 30D | -5.0% | +4.5% | -9.4% | -6.1% |
| 3M | -8.8% | +13.8% | -22.6% | -12.3% |
| 6M | +31.9% | +10.0% | +21.8% | +27.7% |
| YTD | +20.4% | +11.8% | +8.7% | +15.5% |
| 1Y | +45.7% | +10.2% | +35.5% | +40.3% |
| 3Y | -15.0% | +15.1% | -30.2% | -24.0% |
| 5Y | -48.5% | -18.8% | -29.6% | -45.6% |
| All | -48.5% | -19.6% | -28.8% | -45.6% |
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