-19.3%
DRAM vs AMGN
+41.8%
-61.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.2% |
| 7D | -18.2% | -1.2% | -17.0% | -18.1% |
| 30D | -34.5% | +11.5% | -46.0% | -31.0% |
| 3M | -23.6% | +14.4% | -38.0% | -17.8% |
| 6M | -19.3% | +40.9% | -60.2% | -2.1% |
| All | -19.3% | +41.8% | -61.1% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling