+328.1%
AMGN vs DECK
+938.4%
-610.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.6% |
| 7D | 0.0% | +6.4% | -6.4% | -0.7% |
| 30D | +12.1% | +9.1% | +3.0% | +11.1% |
| 3M | +13.9% | -7.2% | +21.1% | +14.6% |
| 6M | +42.1% | -9.9% | +52.1% | +43.3% |
| YTD | +45.0% | -12.8% | +57.8% | +46.1% |
| 1Y | +49.3% | +10.6% | +38.7% | +46.9% |
| 3Y | +92.8% | -13.8% | +106.6% | +89.3% |
| 5Y | +156.7% | +27.6% | +129.1% | +138.3% |
| 10Y | +328.1% | +887.0% | -558.9% | +223.1% |
| All | +328.1% | +938.4% | -610.3% | +223.1% |
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