+151.6%
AMGN vs DECK
+25.8%
+125.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.7% |
| 7D | -0.1% | +6.0% | -6.1% | -0.5% |
| 30D | +14.3% | +7.4% | +6.9% | +13.7% |
| 3M | +13.5% | -11.7% | +25.2% | +14.4% |
| 6M | +41.5% | -11.0% | +52.5% | +42.5% |
| YTD | +43.5% | -15.4% | +58.9% | +44.7% |
| 1Y | +47.9% | +7.2% | +40.6% | +46.7% |
| 3Y | +86.6% | -11.8% | +98.4% | +85.3% |
| 5Y | +151.6% | +24.3% | +127.2% | +144.9% |
| All | +151.6% | +25.8% | +125.8% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling