+2,894.9%
DXCM vs AMT
+1,284.7%
+1,610.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | +6.3% | +4.6% | +1.7% | +3.6% |
| 3M | +21.1% | -8.4% | +29.5% | +26.3% |
| 6M | +20.6% | -6.0% | +26.6% | +23.5% |
| YTD | +32.4% | +2.1% | +30.3% | +28.6% |
| 1Y | +8.8% | -6.4% | +15.2% | +10.6% |
| 3Y | -13.7% | +8.1% | -21.8% | -24.7% |
| 5Y | -35.2% | -31.9% | -3.3% | -26.6% |
| 10Y | +281.8% | +97.1% | +184.7% | +101.4% |
| All | +2,894.9% | +1,284.7% | +1,610.2% | +551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling