+804.4%
AAOI vs AMGN
+59.9%
+744.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.4% |
| 7D | -0.2% | -13.7% | +13.5% | +3.5% |
| 30D | -23.7% | -8.8% | -14.9% | -22.7% |
| 3M | -39.0% | +7.2% | -46.2% | -42.3% |
| 6M | -17.0% | +1.3% | -18.3% | -19.4% |
| YTD | +202.2% | +17.6% | +184.6% | +173.2% |
| 1Y | +292.4% | +37.2% | +255.2% | +225.9% |
| 3Y | +804.4% | +57.7% | +746.6% | +534.9% |
| All | +804.4% | +59.9% | +744.5% | +534.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling