-16.3%
DXCM vs ATI
+320.9%
-337.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -6.8% |
| 7D | -3.5% | +6.2% | -9.7% | -4.6% |
| 30D | -5.8% | -7.1% | +1.3% | -4.8% |
| 3M | -4.3% | -21.3% | +17.0% | -0.6% |
| 6M | +31.6% | +6.5% | +25.1% | +27.6% |
| YTD | +19.6% | +53.2% | -33.5% | +7.0% |
| 1Y | +36.9% | +82.7% | -45.8% | +17.9% |
| 3Y | -16.3% | +314.3% | -330.6% | -35.8% |
| All | -16.3% | +320.9% | -337.1% | -35.8% |
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