+393.1%
DXCM vs ATI
+1,017.6%
-624.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | -9.2% | +4.7% | -13.9% | -9.9% |
| 30D | -6.5% | -0.2% | -6.2% | -6.7% |
| 3M | -10.3% | -18.5% | +8.2% | -7.7% |
| 6M | +35.4% | +16.4% | +19.1% | +30.7% |
| YTD | +21.1% | +63.4% | -42.3% | +10.2% |
| 1Y | +38.2% | +91.5% | -53.3% | +22.7% |
| 3Y | -14.6% | +329.2% | -343.8% | -34.6% |
| 5Y | -49.6% | +966.7% | -1,016.3% | -66.8% |
| 10Y | +393.1% | +1,003.8% | -610.7% | +211.5% |
| All | +393.1% | +1,017.6% | -624.5% | +211.5% |
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