+199.6%
AMGN vs DLR
+172.7%
+26.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.8% |
| 7D | -13.9% | -1.3% | -12.6% | -13.6% |
| 30D | -7.1% | -2.9% | -4.3% | -6.6% |
| 3M | +13.9% | +3.2% | +10.7% | +12.6% |
| 6M | +3.2% | +3.9% | -0.6% | +1.9% |
| YTD | +19.2% | +21.4% | -2.2% | +13.5% |
| 1Y | +41.1% | +9.7% | +31.5% | +37.2% |
| 3Y | +61.3% | +56.5% | +4.8% | +41.7% |
| 5Y | +109.1% | +41.5% | +67.5% | +86.0% |
| All | +199.6% | +172.7% | +26.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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