+121.8%
DRAM vs AMGN
+12.4%
+109.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.6% |
| 7D | +9.6% | -11.6% | +21.2% | +4.1% |
| 30D | +24.2% | -5.7% | +29.8% | +21.8% |
| 3M | +2.9% | +14.2% | -11.3% | +6.5% |
| All | +121.8% | +12.4% | +109.4% | +131.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling