+48.8%
AAOI vs AMGN
+56.1%
-7.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -3.8% | -17.1% | -22.2% |
| 7D | -40.8% | -0.1% | -40.7% | -40.6% |
| 30D | -64.0% | +14.3% | -78.3% | -61.8% |
| 3M | -63.5% | +13.5% | -77.0% | -61.5% |
| 6M | -74.0% | +41.5% | -115.6% | -72.2% |
| YTD | +34.5% | +43.5% | -9.0% | +56.3% |
| 1Y | +48.8% | +47.9% | +0.9% | +74.5% |
| All | +48.8% | +56.1% | -7.2% | +74.5% |
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 · 6 months rolling