+122,851.5%
AAPL vs AMGN
+63,747.8%
+59,103.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.0% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +3.0% | +7.8% | -4.9% | +0.6% |
| 3M | +2.9% | +27.3% | -24.4% | -4.7% |
| 6M | +22.1% | +16.8% | +5.3% | +16.0% |
| YTD | +18.0% | +36.3% | -18.3% | +6.5% |
| 1Y | +33.9% | +60.4% | -26.5% | +14.5% |
| 3Y | +71.2% | +86.3% | -15.2% | +37.4% |
| 5Y | +112.6% | +125.7% | -13.1% | +59.3% |
| 10Y | +1,198.8% | +247.0% | +951.7% | +746.3% |
| All | +122,851.5% | +63,747.8% | +59,103.7% | +20,078.5% |
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 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