+1,129.1%
DIA vs AMGN
+5,234.2%
-4,105.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -1.5% | +7.8% | -9.4% | -3.6% |
| 3M | +3.8% | +27.3% | -23.5% | -3.1% |
| 6M | +10.3% | +16.8% | -6.6% | +5.3% |
| YTD | +12.1% | +36.3% | -24.2% | +2.3% |
| 1Y | +18.6% | +60.4% | -41.8% | +3.2% |
| 3Y | +60.6% | +86.3% | -25.7% | +32.1% |
| 5Y | +64.4% | +125.7% | -61.2% | +27.4% |
| 10Y | +250.1% | +247.0% | +3.1% | +138.8% |
| All | +1,129.1% | +5,234.2% | -4,105.1% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling