+63.6%
AMGN vs DT
+6.3%
+57.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -11.6% | -0.5% | -11.1% | -11.6% |
| 30D | -5.7% | +0.1% | -5.7% | -5.7% |
| 3M | +14.2% | +24.1% | -9.9% | +14.3% |
| 6M | +5.2% | +30.1% | -24.9% | +5.4% |
| YTD | +22.0% | +16.8% | +5.2% | +22.9% |
| 1Y | +43.6% | -0.1% | +43.7% | +45.3% |
| All | +63.6% | +6.3% | +57.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling