+345.7%
AMGN vs DECK
+874.1%
-528.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.2% | +5.8% | -7.0% | -1.8% |
| 30D | +11.5% | +7.9% | +3.6% | +10.6% |
| 3M | +14.4% | -11.4% | +25.8% | +15.7% |
| 6M | +40.9% | -16.6% | +57.5% | +43.1% |
| YTD | +43.5% | -16.4% | +59.9% | +45.3% |
| 1Y | +49.9% | +8.6% | +41.3% | +47.8% |
| 3Y | +84.6% | -15.1% | +99.7% | +81.6% |
| 5Y | +151.6% | +22.9% | +128.8% | +134.3% |
| All | +345.7% | +874.1% | -528.4% | +234.6% |
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