+60.4%
AMGN vs DINO
+111.1%
-50.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +1.1% | +5.7% | -4.6% | +1.7% |
| 30D | +7.8% | +27.8% | -20.0% | +10.8% |
| 3M | +27.3% | +45.6% | -18.4% | +32.5% |
| 6M | +16.8% | +88.5% | -71.6% | +25.3% |
| YTD | +36.3% | +134.1% | -97.8% | +49.9% |
| 1Y | +60.4% | +111.1% | -50.7% | +76.5% |
| All | +60.4% | +111.1% | -50.6% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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