+10,768.7%
AMGN vs DAR
+1,448.0%
+9,320.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.4% | +0.4% |
| 7D | -2.2% | +3.6% | -5.8% | -2.3% |
| 30D | +12.1% | -11.3% | +23.4% | +12.7% |
| 3M | +13.6% | -13.1% | +26.8% | +14.2% |
| 6M | +43.9% | -15.1% | +59.0% | +44.7% |
| YTD | +45.9% | +50.5% | -4.6% | +42.7% |
| 1Y | +42.1% | +57.9% | -15.8% | +38.7% |
| 3Y | +91.6% | +28.9% | +62.7% | +87.3% |
| 5Y | +158.5% | -31.4% | +190.0% | +158.3% |
| 10Y | +323.2% | +301.0% | +22.2% | +288.8% |
| All | +10,768.7% | +1,448.0% | +9,320.7% | +8,910.1% |
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