+957.8%
AAOI vs AMGN
+376.3%
+581.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.6% |
| 7D | -0.2% | -13.7% | +13.5% | +5.7% |
| 30D | -23.7% | -8.8% | -14.9% | -21.6% |
| 3M | -39.0% | +7.2% | -46.2% | -42.4% |
| 6M | -17.0% | +1.3% | -18.3% | -19.9% |
| YTD | +202.2% | +17.6% | +184.6% | +170.8% |
| 1Y | +292.4% | +37.2% | +255.2% | +225.7% |
| 3Y | +804.4% | +57.7% | +746.6% | +586.9% |
| 5Y | +1,318.0% | +106.3% | +1,211.8% | +846.7% |
| 10Y | +436.7% | +205.3% | +231.4% | +186.6% |
| All | +957.8% | +376.3% | +581.5% | +393.2% |
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