+10,744.4%
AMGN vs DAR
+1,481.7%
+9,262.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | +1.5% | +9.2% | -7.7% | +1.1% |
| 30D | +13.1% | -12.3% | +25.4% | +13.8% |
| 3M | +12.9% | -12.7% | +25.6% | +13.4% |
| 6M | +40.8% | -12.8% | +53.5% | +41.3% |
| YTD | +45.6% | +53.8% | -8.2% | +42.3% |
| 1Y | +42.7% | +60.3% | -17.5% | +39.2% |
| 3Y | +91.2% | +31.7% | +59.4% | +86.7% |
| 5Y | +158.1% | -27.7% | +185.9% | +157.3% |
| 10Y | +322.3% | +309.8% | +12.5% | +287.6% |
| All | +10,744.4% | +1,481.7% | +9,262.7% | +8,881.1% |
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