+143.3%
AMGN vs DASH
-2.1%
+145.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.2% | -10.2% | +8.1% | -1.9% |
| 30D | +12.1% | -8.2% | +20.3% | +12.3% |
| 3M | +13.6% | -15.9% | +29.6% | +14.1% |
| 6M | +43.9% | +13.3% | +30.6% | +43.6% |
| YTD | +45.9% | -21.3% | +67.2% | +46.6% |
| 1Y | +42.1% | -11.1% | +53.3% | +42.4% |
| 3Y | +91.6% | +103.8% | -12.2% | +87.3% |
| 5Y | +158.5% | -21.6% | +180.1% | +151.9% |
| All | +143.3% | -2.1% | +145.3% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling