+235.7%
DIA vs AMGN
+319.8%
-84.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +1.5% | +9.3% | -7.8% | -1.7% |
| 3M | -2.4% | +12.1% | -14.5% | -6.8% |
| 6M | +6.0% | +40.3% | -34.3% | -7.2% |
| YTD | +10.1% | +45.2% | -35.1% | -5.4% |
| 1Y | +11.8% | +42.4% | -30.6% | -3.3% |
| 3Y | +59.7% | +91.0% | -31.3% | +19.3% |
| 5Y | +57.9% | +157.4% | -99.5% | +1.4% |
| All | +235.7% | +319.8% | -84.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling