+59.9%
AMGN vs DINO
+97.4%
-37.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -13.9% | +1.5% | -15.4% | -13.9% |
| 30D | -7.1% | +25.9% | -33.1% | -8.1% |
| 3M | +13.9% | +53.2% | -39.3% | +11.5% |
| 6M | +3.2% | +105.5% | -102.2% | -1.3% |
| YTD | +19.2% | +139.2% | -120.0% | +12.0% |
| 1Y | +41.1% | +117.4% | -76.2% | +33.7% |
| All | +59.9% | +97.4% | -37.5% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling