+84.3%
AMGN vs DFNS
-99.9%
+184.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | -11.6% | +4.6% | -16.3% | -11.6% |
| 30D | -5.7% | -73.9% | +68.2% | -5.8% |
| 3M | +14.2% | -71.7% | +85.9% | +14.4% |
| 6M | +5.2% | -94.6% | +99.8% | +5.1% |
| YTD | +22.0% | -98.1% | +120.1% | +21.8% |
| 1Y | +43.6% | -98.3% | +141.9% | +43.4% |
| 3Y | +65.0% | -99.9% | +164.9% | +59.7% |
| 5Y | +112.0% | -99.9% | +211.9% | +104.7% |
| All | +84.3% | -99.9% | +184.2% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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