+252.9%
DXCM vs ATI
+1,051.1%
-798.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.6% |
| 7D | -6.2% | +3.2% | -9.4% | -6.7% |
| 30D | -0.3% | -9.0% | +8.7% | +1.2% |
| 3M | +10.3% | +15.1% | -4.8% | +7.2% |
| 6M | +24.1% | +38.1% | -14.0% | +16.6% |
| YTD | +27.4% | +80.7% | -53.3% | +14.4% |
| 1Y | +8.4% | +167.5% | -159.1% | -9.1% |
| 3Y | -19.0% | +366.0% | -385.0% | -39.1% |
| 5Y | -38.6% | +1,088.8% | -1,127.3% | -60.6% |
| 10Y | +252.9% | +1,055.0% | -802.0% | +109.7% |
| All | +252.9% | +1,051.1% | -798.2% | +109.7% |
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