+325.7%
AMGN vs DG
+105.2%
+220.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.1% |
| 30D | +9.3% | +3.2% | +6.1% | +8.5% |
| 3M | +12.1% | +10.4% | +1.7% | +9.9% |
| 6M | +40.3% | +33.2% | +7.1% | +32.6% |
| YTD | +45.2% | +3.0% | +42.2% | +43.5% |
| 1Y | +42.4% | +31.2% | +11.2% | +34.0% |
| 3Y | +91.0% | +21.8% | +69.2% | +74.4% |
| 5Y | +157.4% | -35.0% | +192.3% | +172.4% |
| All | +325.7% | +105.2% | +220.5% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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