+38.2%
DXCM vs ATI
+91.4%
-53.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | -9.2% | +4.7% | -13.9% | -9.7% |
| 30D | -6.5% | -0.2% | -6.2% | -6.6% |
| 3M | -10.3% | -18.5% | +8.2% | -8.0% |
| 6M | +35.4% | +16.4% | +19.1% | +27.6% |
| YTD | +21.1% | +63.4% | -42.3% | +3.2% |
| 1Y | +38.2% | +91.5% | -53.3% | +11.4% |
| All | +38.2% | +91.4% | -53.2% | +11.4% |
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