+323.2%
AMGN vs DPZ
+129.5%
+193.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -2.2% | -3.5% | +1.4% | -1.6% |
| 30D | +12.1% | +5.7% | +6.4% | +11.1% |
| 3M | +13.6% | -7.5% | +21.1% | +14.9% |
| 6M | +43.9% | +6.2% | +37.7% | +42.1% |
| YTD | +45.9% | -19.8% | +65.7% | +50.3% |
| 1Y | +42.1% | -18.0% | +60.1% | +45.8% |
| 3Y | +91.6% | -8.8% | +100.4% | +91.7% |
| 5Y | +158.5% | -30.2% | +188.7% | +166.6% |
| 10Y | +323.2% | +132.0% | +191.2% | +263.5% |
| All | +323.2% | +129.5% | +193.7% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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