+169.7%
AMGN vs DKNG
+152.4%
+17.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.7% | -1.6% |
| 7D | -13.7% | +3.0% | -16.7% | -13.8% |
| 30D | -8.8% | -3.0% | -5.8% | -8.7% |
| 3M | +7.2% | -17.6% | +24.8% | +8.2% |
| 6M | +1.3% | -3.2% | +4.5% | +1.1% |
| YTD | +17.6% | -28.2% | +45.9% | +19.3% |
| 1Y | +37.2% | -46.1% | +83.2% | +41.3% |
| 3Y | +57.7% | -22.2% | +79.9% | +56.1% |
| 5Y | +106.3% | -60.4% | +166.6% | +114.2% |
| All | +169.7% | +152.4% | +17.2% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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