+325.7%
AMGN vs DECK
+753.0%
-427.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +9.3% | +4.8% | +4.5% | +8.7% |
| 3M | +12.1% | -6.9% | +19.0% | +12.8% |
| 6M | +40.3% | -7.6% | +47.8% | +41.0% |
| YTD | +45.2% | -16.3% | +61.4% | +46.9% |
| 1Y | +42.4% | +4.5% | +38.0% | +40.9% |
| 3Y | +91.0% | -17.1% | +108.1% | +88.3% |
| 5Y | +157.4% | +21.9% | +135.5% | +140.0% |
| All | +325.7% | +753.0% | -427.3% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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