+1,101.6%
AMGN vs DPZ
+5,417.8%
-4,316.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | +1.1% | -2.5% | +3.7% | +1.6% |
| 30D | +7.8% | -7.0% | +14.8% | +9.2% |
| 3M | +27.3% | +11.6% | +15.7% | +24.3% |
| 6M | +16.8% | -15.2% | +32.0% | +19.8% |
| YTD | +36.3% | -17.2% | +53.6% | +40.3% |
| 1Y | +60.4% | -24.8% | +85.3% | +67.9% |
| 3Y | +86.3% | -8.7% | +95.0% | +86.0% |
| 5Y | +125.7% | -28.9% | +154.6% | +131.9% |
| 10Y | +247.0% | +153.6% | +93.4% | +169.1% |
| All | +1,101.6% | +5,417.8% | -4,316.2% | +396.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling