+54,540.2%
AMGN vs DINO
+19,981.2%
+34,559.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -11.6% | +2.0% | -13.6% | -11.9% |
| 30D | -5.7% | +27.7% | -33.3% | -8.2% |
| 3M | +14.2% | +56.3% | -42.1% | +8.4% |
| 6M | +5.2% | +107.6% | -102.4% | -3.6% |
| YTD | +22.0% | +140.2% | -118.2% | +9.6% |
| 1Y | +43.6% | +113.0% | -69.4% | +30.7% |
| 3Y | +65.0% | +100.1% | -35.1% | +49.3% |
| 5Y | +112.0% | +328.7% | -216.7% | +71.9% |
| 10Y | +216.6% | +489.2% | -272.6% | +132.5% |
| All | +54,540.2% | +19,981.2% | +34,559.0% | +31,130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling