+54,805.5%
AMGN vs DD
+959.7%
+53,845.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.2% | -9.9% | -10.0% |
| 7D | -10.3% | -0.6% | -9.7% | -10.1% |
| 30D | -3.8% | -7.4% | +3.7% | -2.0% |
| 3M | +14.4% | -6.4% | +20.8% | +16.0% |
| 6M | +7.8% | -2.5% | +10.3% | +8.0% |
| YTD | +22.6% | +10.2% | +12.3% | +19.0% |
| 1Y | +44.2% | +36.9% | +7.3% | +32.7% |
| 3Y | +65.8% | +47.0% | +18.8% | +47.7% |
| 5Y | +108.0% | +63.1% | +44.8% | +77.9% |
| 10Y | +209.9% | +68.2% | +141.7% | +150.2% |
| All | +54,805.5% | +959.7% | +53,845.8% | +24,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling