-15.3%
DXCM vs ATI
+318.7%
-334.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +3.0% |
| 7D | +4.9% | +4.2% | +0.8% | +4.1% |
| 30D | -0.2% | -2.5% | +2.4% | 0.0% |
| 3M | -8.9% | -19.4% | +10.5% | -5.7% |
| 6M | +42.3% | +11.1% | +31.2% | +36.9% |
| YTD | +25.6% | +59.5% | -34.0% | +11.5% |
| 1Y | +39.5% | +85.8% | -46.2% | +20.0% |
| 3Y | -15.3% | +311.9% | -327.2% | -35.1% |
| All | -15.3% | +318.7% | -334.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling