+60.4%
AMGN vs DOW
+30.0%
+30.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -1.6% |
| 7D | +1.1% | -2.4% | +3.5% | +1.1% |
| 30D | +7.8% | +0.4% | +7.5% | +7.8% |
| 3M | +27.3% | -14.4% | +41.6% | +27.1% |
| 6M | +16.8% | -7.0% | +23.8% | +15.2% |
| YTD | +36.3% | +30.2% | +6.1% | +31.3% |
| 1Y | +60.4% | +29.2% | +31.2% | +55.6% |
| All | +60.4% | +30.0% | +30.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling