+1,663.1%
DIS vs AMGN
+67,836.7%
-66,173.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | +5.3% | 0.0% | +5.4% | +5.3% |
| 30D | +10.2% | +12.1% | -1.9% | +7.2% |
| 3M | +13.5% | +13.9% | -0.3% | +9.8% |
| 6M | +11.1% | +42.1% | -31.0% | +1.7% |
| YTD | +5.5% | +45.0% | -39.5% | -4.1% |
| 1Y | +9.1% | +49.3% | -40.2% | -1.6% |
| 3Y | +36.0% | +92.8% | -56.8% | +13.7% |
| 5Y | -29.8% | +156.7% | -186.6% | -45.7% |
| 10Y | +36.6% | +328.1% | -291.5% | -7.6% |
| All | +1,663.1% | +67,836.7% | -66,173.6% | +247.6% |
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