+10,051.8%
AMGN vs DAR
+1,762.6%
+8,289.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +1.1% | +1.4% | -0.2% | +1.0% |
| 30D | +7.8% | +12.8% | -5.0% | +7.2% |
| 3M | +27.3% | +7.4% | +19.9% | +26.7% |
| 6M | +16.8% | +22.3% | -5.4% | +15.5% |
| YTD | +36.3% | +81.1% | -44.8% | +32.3% |
| 1Y | +60.4% | +106.5% | -46.1% | +54.7% |
| 3Y | +86.3% | +5.3% | +81.0% | +83.9% |
| 5Y | +125.7% | -11.5% | +137.2% | +123.0% |
| 10Y | +247.0% | +353.3% | -106.3% | +217.1% |
| All | +10,051.8% | +1,762.6% | +8,289.2% | +8,253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling