+130.8%
AMGN vs DECK
+25.5%
+105.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.7% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | +7.8% | -13.6% | +21.4% | +8.9% |
| 3M | +27.3% | -21.2% | +48.5% | +29.2% |
| 6M | +16.8% | -21.1% | +37.9% | +18.5% |
| YTD | +36.3% | -17.2% | +53.5% | +37.6% |
| 1Y | +60.4% | -30.7% | +91.2% | +63.2% |
| 3Y | +86.3% | -3.4% | +89.7% | +84.9% |
| All | +130.8% | +25.5% | +105.2% | +123.2% |
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