+373.3%
DXCM vs ATI
+1,002.4%
-629.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | -3.6% | +13.0% | -16.6% | -5.5% |
| 30D | -4.3% | +0.2% | -4.5% | -4.6% |
| 3M | -10.4% | -17.5% | +7.1% | -8.0% |
| 6M | +33.1% | +18.1% | +15.0% | +28.2% |
| YTD | +22.6% | +65.7% | -43.1% | +11.5% |
| 1Y | +36.5% | +91.9% | -55.4% | +21.2% |
| 3Y | -13.5% | +335.2% | -348.7% | -33.8% |
| 5Y | -49.6% | +1,004.3% | -1,053.9% | -66.9% |
| All | +373.3% | +1,002.4% | -629.1% | +199.0% |
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