+6,939.3%
AMGN vs DLTR
+10,476.7%
-3,537.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | -11.6% | -10.2% | -1.4% | -10.1% |
| 30D | -5.7% | -8.5% | +2.8% | -4.3% |
| 3M | +14.2% | +5.6% | +8.7% | +13.2% |
| 6M | +5.2% | +2.2% | +3.0% | +4.2% |
| YTD | +22.0% | -3.8% | +25.7% | +21.8% |
| 1Y | +43.6% | +22.9% | +20.7% | +37.6% |
| 3Y | +65.0% | +2.0% | +63.0% | +58.6% |
| 5Y | +112.0% | +29.8% | +82.2% | +90.9% |
| 10Y | +216.6% | +45.0% | +171.5% | +169.7% |
| All | +6,939.3% | +10,476.7% | -3,537.4% | +3,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling