+147.8%
AMGN vs DOW
-17.0%
+164.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.9% |
| 7D | -13.7% | -1.4% | -12.3% | -13.5% |
| 30D | -8.8% | -3.9% | -4.9% | -8.2% |
| 3M | +7.2% | -12.7% | +19.9% | +9.6% |
| 6M | +1.3% | -13.7% | +15.0% | +2.6% |
| YTD | +17.6% | +28.4% | -10.7% | +8.6% |
| 1Y | +37.2% | +21.8% | +15.4% | +27.3% |
| 3Y | +57.7% | -35.7% | +93.4% | +66.6% |
| 5Y | +106.3% | -36.8% | +143.1% | +115.5% |
| All | +147.8% | -17.0% | +164.8% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling