+54,540.1%
AMGN vs DTE
+3,490.3%
+51,049.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -11.6% | 0.0% | -11.7% | -11.7% |
| 30D | -5.7% | -0.5% | -5.1% | -5.6% |
| 3M | +14.2% | -6.0% | +20.3% | +16.6% |
| 6M | +5.2% | -7.2% | +12.4% | +7.8% |
| YTD | +22.0% | +7.2% | +14.8% | +18.5% |
| 1Y | +43.6% | +4.1% | +39.6% | +40.9% |
| 3Y | +65.0% | +46.9% | +18.1% | +42.1% |
| 5Y | +112.0% | +32.9% | +79.1% | +87.5% |
| 10Y | +216.6% | +144.5% | +72.1% | +113.9% |
| All | +54,540.1% | +3,490.3% | +51,049.9% | +14,878.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling