+2,894.9%
DXCM vs ATI
+951.3%
+1,943.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.8% |
| 7D | -3.2% | -0.1% | -3.2% | -3.3% |
| 30D | +6.3% | +2.7% | +3.6% | +5.3% |
| 3M | +21.1% | +16.3% | +4.8% | +15.4% |
| 6M | +20.6% | +30.2% | -9.6% | +11.0% |
| YTD | +32.4% | +83.6% | -51.1% | +11.3% |
| 1Y | +8.8% | +173.0% | -164.2% | -18.0% |
| 3Y | -13.7% | +356.6% | -370.4% | -45.4% |
| 5Y | -35.2% | +1,074.2% | -1,109.4% | -69.4% |
| 10Y | +281.8% | +1,136.2% | -854.4% | +41.6% |
| All | +2,894.9% | +951.3% | +1,943.6% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling