+60.4%
AMGN vs DHI
-16.9%
+77.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.3% |
| 7D | +1.1% | -3.1% | +4.3% | +1.7% |
| 30D | +7.8% | -5.5% | +13.3% | +8.9% |
| 3M | +27.3% | -2.2% | +29.5% | +27.6% |
| 6M | +16.8% | -6.0% | +22.8% | +17.4% |
| YTD | +36.3% | 0.0% | +36.3% | +36.3% |
| 1Y | +60.4% | -18.2% | +78.7% | +68.9% |
| All | +60.4% | -16.9% | +77.3% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling