+7,507.1%
AMGN vs DRI
+8,063.5%
-556.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +9.3% | +9.7% | -0.4% | +7.6% |
| 3M | +12.1% | +3.2% | +8.9% | +11.4% |
| 6M | +40.3% | +20.6% | +19.7% | +35.7% |
| YTD | +45.2% | +28.3% | +16.9% | +38.8% |
| 1Y | +42.4% | +34.5% | +7.9% | +35.1% |
| 3Y | +91.0% | +66.5% | +24.5% | +73.9% |
| 5Y | +157.4% | +79.6% | +77.7% | +128.8% |
| 10Y | +321.0% | +333.8% | -12.8% | +201.1% |
| All | +7,507.1% | +8,063.5% | -556.3% | +3,324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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