+199.9%
AMGN vs DBX
+16.6%
+183.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.1% | -9.7% |
| 7D | -10.3% | -1.3% | -8.9% | -10.1% |
| 30D | -3.8% | -2.9% | -0.9% | -3.4% |
| 3M | +14.4% | +23.8% | -9.5% | +11.2% |
| 6M | +7.8% | +26.2% | -18.4% | +4.1% |
| YTD | +22.6% | +21.6% | +1.0% | +18.8% |
| 1Y | +44.2% | +11.4% | +32.8% | +41.2% |
| 3Y | +65.8% | +21.3% | +44.5% | +57.9% |
| 5Y | +108.0% | +6.7% | +101.3% | +99.2% |
| All | +199.9% | +16.6% | +183.3% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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