+61.4%
AMAT vs AMGN
+64.6%
-3.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.0% | -3.4% |
| 7D | -11.2% | +5.9% | -17.1% | -11.5% |
| 30D | -31.9% | +18.7% | -50.6% | -32.7% |
| 3M | -32.3% | +23.4% | -55.7% | -34.5% |
| 6M | -5.4% | +49.7% | -55.1% | -14.0% |
| YTD | +44.3% | +49.2% | -4.9% | +35.3% |
| 1Y | +61.4% | +65.7% | -4.4% | +44.8% |
| All | +61.4% | +64.6% | -3.3% | +44.8% |
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