+65.7%
AMGN vs DOW
+50.2%
+15.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +7.0% | +3.6% |
| 7D | +5.9% | -4.2% | +10.1% | +5.7% |
| 30D | +18.7% | +14.7% | +4.0% | +19.5% |
| 3M | +23.4% | +9.1% | +14.3% | +24.0% |
| 6M | +49.7% | -17.7% | +67.4% | +49.8% |
| YTD | +49.2% | +44.6% | +4.6% | +43.3% |
| 1Y | +65.7% | +51.9% | +13.8% | +57.9% |
| All | +65.7% | +50.2% | +15.5% | +57.9% |
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