+103.4%
AMGN vs DTE
+30.3%
+73.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -13.7% | -2.6% | -11.1% | -12.9% |
| 30D | -8.8% | -4.4% | -4.4% | -7.4% |
| 3M | +7.2% | -8.3% | +15.5% | +10.4% |
| 6M | +1.3% | -8.1% | +9.3% | +4.2% |
| YTD | +17.6% | +4.4% | +13.2% | +15.4% |
| 1Y | +37.2% | +0.2% | +37.0% | +36.5% |
| 3Y | +57.7% | +42.6% | +15.1% | +38.5% |
| All | +103.4% | +30.3% | +73.1% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling