+195.5%
AMGN vs DINO
+492.4%
-296.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.3% |
| 7D | -13.7% | +2.3% | -16.0% | -13.9% |
| 30D | -8.8% | +22.6% | -31.4% | -10.6% |
| 3M | +7.2% | +55.2% | -48.0% | +2.6% |
| 6M | +1.3% | +93.8% | -92.5% | -5.5% |
| YTD | +17.6% | +139.5% | -121.9% | +7.0% |
| 1Y | +37.2% | +115.3% | -78.1% | +26.0% |
| 3Y | +57.7% | +98.8% | -41.1% | +44.3% |
| 5Y | +106.3% | +333.5% | -227.2% | +69.1% |
| All | +195.5% | +492.4% | -296.8% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling