+65.8%
AMGN vs DAR
+14.9%
+50.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.9% | -13.0% | -10.2% |
| 7D | -10.3% | -0.9% | -9.4% | -10.2% |
| 30D | -3.8% | +13.0% | -16.7% | -4.6% |
| 3M | +14.4% | +15.0% | -0.6% | +13.2% |
| 6M | +7.8% | +26.8% | -19.0% | +5.6% |
| YTD | +22.6% | +86.4% | -63.8% | +16.0% |
| 1Y | +44.2% | +115.1% | -70.9% | +34.5% |
| 3Y | +65.8% | +14.6% | +51.2% | +67.0% |
| All | +65.8% | +14.9% | +50.9% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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