+199.6%
AMGN vs DPZ
+145.4%
+54.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.0% |
| 7D | -13.9% | -8.6% | -5.3% | -12.7% |
| 30D | -7.1% | -11.2% | +4.1% | -5.5% |
| 3M | +13.9% | +1.4% | +12.5% | +13.4% |
| 6M | +3.2% | -19.9% | +23.1% | +6.4% |
| YTD | +19.2% | -23.0% | +42.3% | +23.6% |
| 1Y | +41.1% | -28.2% | +69.4% | +47.7% |
| 3Y | +61.3% | -14.2% | +75.5% | +62.9% |
| 5Y | +109.1% | -33.4% | +142.5% | +116.9% |
| All | +199.6% | +145.4% | +54.1% | +161.8% |
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