+1,178.5%
AMGN vs DPZ
+5,272.5%
-4,094.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.9% | +2.2% | -1.3% | +0.5% |
| 30D | +12.1% | +6.7% | +5.4% | +10.8% |
| 3M | +12.2% | -4.5% | +16.7% | +13.0% |
| 6M | +42.1% | +3.3% | +38.8% | +40.8% |
| YTD | +45.0% | -19.4% | +64.5% | +50.0% |
| 1Y | +47.7% | -17.3% | +65.0% | +52.0% |
| 3Y | +90.4% | -8.4% | +98.8% | +90.0% |
| 5Y | +154.9% | -28.2% | +183.1% | +161.6% |
| 10Y | +313.6% | +130.9% | +182.7% | +226.9% |
| All | +1,178.5% | +5,272.5% | -4,094.0% | +430.7% |
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