+423.1%
DXCM vs ATI
+1,119.3%
-696.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.3% |
| 7D | -4.4% | +6.0% | -10.4% | -5.3% |
| 30D | -3.6% | -3.6% | 0.0% | -3.3% |
| 3M | -4.3% | -18.9% | +14.5% | -1.6% |
| 6M | +33.8% | +16.7% | +17.1% | +29.0% |
| YTD | +22.1% | +61.1% | -38.9% | +11.5% |
| 1Y | +47.4% | +89.3% | -41.9% | +31.0% |
| 3Y | -12.3% | +333.3% | -345.6% | -33.0% |
| 5Y | -49.1% | +954.5% | -1,003.6% | -66.5% |
| 10Y | +423.1% | +1,067.0% | -643.9% | +229.8% |
| All | +423.1% | +1,119.3% | -696.2% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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