+92.8%
AMGN vs DOCN
+209.7%
-117.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.8% |
| 7D | 0.0% | -12.8% | +12.7% | +0.2% |
| 30D | +12.1% | -41.9% | +54.1% | +13.5% |
| 3M | +13.9% | -36.9% | +50.8% | +14.8% |
| 6M | +42.1% | -52.2% | +94.4% | +44.7% |
| YTD | +45.0% | +62.7% | -17.7% | +34.2% |
| 1Y | +49.3% | +58.2% | -8.9% | +38.3% |
| 3Y | +92.8% | +219.5% | -126.7% | +68.6% |
| All | +92.8% | +209.7% | -117.0% | +68.6% |
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