+59.9%
AMGN vs DG
+3.3%
+56.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.1% |
| 7D | -13.9% | -6.3% | -7.6% | -13.3% |
| 30D | -7.1% | +2.4% | -9.6% | -7.2% |
| 3M | +13.9% | +12.4% | +1.5% | +12.9% |
| 6M | +3.2% | -14.9% | +18.2% | +4.3% |
| YTD | +19.2% | -6.1% | +25.3% | +19.8% |
| 1Y | +41.1% | +17.9% | +23.3% | +39.6% |
| All | +59.9% | +3.3% | +56.6% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling