+160.1%
AMGN vs DLR
+35.0%
+125.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.7% |
| 30D | +9.3% | +4.6% | +4.7% | +8.6% |
| 3M | +12.1% | -8.3% | +20.4% | +13.3% |
| 6M | +40.3% | -5.6% | +45.9% | +40.9% |
| YTD | +45.2% | +18.7% | +26.5% | +40.9% |
| 1Y | +42.4% | +17.1% | +25.3% | +38.5% |
| 3Y | +91.0% | +54.4% | +36.7% | +76.1% |
| All | +160.1% | +35.0% | +125.1% | +147.3% |
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