+1,053.4%
AMGN vs DLR
+3,595.7%
-2,542.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.8% |
| 30D | +7.8% | -3.4% | +11.2% | +8.5% |
| 3M | +27.3% | +0.5% | +26.8% | +26.7% |
| 6M | +16.8% | +4.6% | +12.3% | +15.3% |
| YTD | +36.3% | +23.4% | +12.9% | +29.9% |
| 1Y | +60.4% | +19.0% | +41.4% | +53.7% |
| 3Y | +86.3% | +56.5% | +29.8% | +66.5% |
| 5Y | +125.7% | +33.3% | +92.3% | +104.7% |
| 10Y | +247.0% | +165.1% | +81.9% | +167.7% |
| All | +1,053.4% | +3,595.7% | -2,542.3% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling