+12,861.1%
AMGN vs DECK
+8,125.5%
+4,735.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.0% | -2.2% | +3.5% |
| 7D | +5.9% | +10.4% | -4.5% | +5.4% |
| 30D | +18.7% | +11.1% | +7.6% | +18.2% |
| 3M | +23.4% | -10.8% | +34.2% | +24.0% |
| 6M | +49.7% | -8.7% | +58.5% | +50.2% |
| YTD | +49.2% | -14.0% | +63.2% | +49.8% |
| 1Y | +65.7% | +12.0% | +53.7% | +64.5% |
| 3Y | +94.0% | -10.5% | +104.4% | +92.8% |
| 5Y | +160.1% | +28.5% | +131.6% | +153.0% |
| 10Y | +376.2% | +923.3% | -547.1% | +324.5% |
| All | +12,861.1% | +8,125.5% | +4,735.6% | +11,808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling