+195.5%
AMGN vs DLTR
+45.3%
+150.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -13.7% | -10.1% | -3.6% | -12.4% |
| 30D | -8.8% | -8.1% | -0.7% | -7.7% |
| 3M | +7.2% | +2.9% | +4.3% | +6.8% |
| 6M | +1.3% | +4.3% | -3.1% | +0.3% |
| YTD | +17.6% | -3.9% | +21.6% | +17.7% |
| 1Y | +37.2% | +18.9% | +18.3% | +33.0% |
| 3Y | +57.7% | +1.9% | +55.8% | +53.7% |
| 5Y | +106.3% | +31.0% | +75.3% | +85.6% |
| All | +195.5% | +45.3% | +150.3% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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