+103.4%
AMGN vs DLR
+43.3%
+60.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.6% |
| 7D | -13.7% | +0.1% | -13.8% | -13.7% |
| 30D | -8.8% | -4.3% | -4.5% | -8.3% |
| 3M | +7.2% | +3.8% | +3.4% | +6.3% |
| 6M | +1.3% | +5.8% | -4.6% | +0.1% |
| YTD | +17.6% | +23.5% | -5.9% | +13.7% |
| 1Y | +37.2% | +11.1% | +26.1% | +34.5% |
| 3Y | +57.7% | +57.9% | -0.1% | +45.1% |
| All | +103.4% | +43.3% | +60.1% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling