-36.3%
DXCM vs ATI
+1,074.8%
-1,111.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.6% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | +6.3% | +2.7% | +3.6% | +5.5% |
| 3M | +21.1% | +16.3% | +4.8% | +16.6% |
| 6M | +20.6% | +30.2% | -9.6% | +12.9% |
| YTD | +32.4% | +83.6% | -51.1% | +15.4% |
| 1Y | +8.8% | +173.0% | -164.2% | -12.9% |
| 3Y | -13.7% | +356.6% | -370.4% | -38.9% |
| All | -36.3% | +1,074.8% | -1,111.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling