+44.8%
DXCM vs ATI
+77.9%
-33.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -6.5% |
| 7D | -3.5% | +6.2% | -9.7% | -4.2% |
| 30D | -5.8% | -7.1% | +1.3% | -5.1% |
| 3M | -4.3% | -21.3% | +17.0% | -1.7% |
| 6M | +31.6% | +6.5% | +25.1% | +26.1% |
| YTD | +19.6% | +53.2% | -33.5% | +3.9% |
| All | +44.8% | +77.9% | -33.1% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling