+6,467.5%
ABT vs AMGN
+57,313.9%
-50,846.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.1% | +7.5% | 0.0% |
| 7D | -3.1% | -10.3% | +7.1% | -0.5% |
| 30D | -2.1% | -3.8% | +1.6% | -1.3% |
| 3M | +17.4% | +14.4% | +3.0% | +13.2% |
| 6M | -2.4% | +7.8% | -10.2% | -4.5% |
| YTD | -14.2% | +22.6% | -36.8% | -19.0% |
| 1Y | -18.3% | +44.2% | -62.6% | -26.3% |
| 3Y | +11.5% | +65.8% | -54.3% | -4.3% |
| 5Y | -9.9% | +108.0% | -117.9% | -27.4% |
| 10Y | +204.4% | +209.9% | -5.5% | +121.6% |
| All | +6,467.5% | +57,313.9% | -50,846.4% | +1,226.2% |
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