+112.0%
AMGN vs DAR
-8.0%
+120.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -11.6% | -0.2% | -11.5% | -11.6% |
| 30D | -5.7% | +7.4% | -13.1% | -6.2% |
| 3M | +14.2% | +15.7% | -1.5% | +12.8% |
| 6M | +5.2% | +30.0% | -24.8% | +2.7% |
| YTD | +22.0% | +87.5% | -65.5% | +15.4% |
| 1Y | +43.6% | +113.4% | -69.7% | +34.1% |
| 3Y | +65.0% | +15.3% | +49.7% | +59.8% |
| 5Y | +112.0% | -4.3% | +116.4% | +100.0% |
| All | +112.0% | -8.0% | +120.0% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling