+65.7%
AMGN vs D
+23.9%
+41.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.9% |
| 7D | +5.9% | +8.5% | -2.6% | +4.3% |
| 30D | +18.7% | +14.3% | +4.4% | +16.0% |
| 3M | +23.4% | +1.8% | +21.6% | +22.7% |
| 6M | +49.7% | +13.0% | +36.7% | +47.1% |
| YTD | +49.2% | +22.7% | +26.4% | +45.5% |
| 1Y | +65.7% | +22.6% | +43.1% | +61.4% |
| All | +65.7% | +23.9% | +41.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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