+325.7%
AMGN vs DPZ
+140.2%
+185.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.8% |
| 30D | +9.3% | +15.5% | -6.2% | +6.8% |
| 3M | +12.1% | -2.0% | +14.1% | +12.3% |
| 6M | +40.3% | +12.1% | +28.1% | +37.3% |
| YTD | +45.2% | -16.6% | +61.8% | +48.5% |
| 1Y | +42.4% | -14.6% | +57.0% | +45.2% |
| 3Y | +91.0% | -4.1% | +95.2% | +89.7% |
| 5Y | +157.4% | -28.3% | +185.7% | +164.2% |
| All | +325.7% | +140.2% | +185.4% | +266.1% |
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