+45.0%
AAPL vs AMGN
+39.2%
+5.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | +3.8% | -13.7% | +17.5% | +6.8% |
| 30D | +9.9% | -8.8% | +18.7% | +11.8% |
| 3M | +12.5% | +7.2% | +5.3% | +10.9% |
| 6M | +27.6% | +1.3% | +26.4% | +26.8% |
| YTD | +22.6% | +17.6% | +4.9% | +19.4% |
| 1Y | +45.0% | +37.2% | +7.8% | +39.4% |
| All | +45.0% | +39.2% | +5.7% | +39.4% |
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