+63.6%
AMGN vs DD
+42.2%
+21.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | -11.6% | -3.8% | -7.9% | -10.8% |
| 30D | -5.7% | -9.2% | +3.6% | -3.4% |
| 3M | +14.2% | -9.0% | +23.2% | +16.8% |
| 6M | +5.2% | -5.0% | +10.1% | +5.9% |
| YTD | +22.0% | +7.4% | +14.6% | +18.8% |
| 1Y | +43.6% | +35.1% | +8.5% | +31.7% |
| All | +63.6% | +42.2% | +21.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling