+84.6%
AMGN vs DOCN
+182.8%
-98.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -15.9% | +12.0% | -3.4% |
| 7D | -0.1% | -29.3% | +29.2% | +0.6% |
| 30D | +14.3% | -46.0% | +60.4% | +15.8% |
| 3M | +13.5% | -43.2% | +56.7% | +14.7% |
| 6M | +41.5% | -53.7% | +95.3% | +43.7% |
| YTD | +43.5% | +46.9% | -3.4% | +33.3% |
| 1Y | +47.9% | +54.3% | -6.4% | +36.7% |
| All | +84.6% | +182.8% | -98.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 3y: compounded portfolio wealth divided by compounded DOCN 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…
3y analysis · Full analysis span regression · 6 months rolling