+161.5%
AMGN vs DECK
+27.7%
+133.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.2% | +3.3% |
| 7D | +5.9% | +10.4% | -4.5% | +5.1% |
| 30D | +18.7% | +11.1% | +7.6% | +17.8% |
| 3M | +23.4% | -10.8% | +34.2% | +24.3% |
| 6M | +49.7% | -8.7% | +58.5% | +50.4% |
| YTD | +49.2% | -14.0% | +63.2% | +50.2% |
| 1Y | +65.7% | +12.0% | +53.7% | +64.0% |
| 3Y | +94.0% | -10.5% | +104.4% | +92.4% |
| All | +161.5% | +27.7% | +133.8% | +154.3% |
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