-24.8%
AMAT vs AMGN
+13.3%
-38.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +6.1% |
| 7D | +7.0% | -2.2% | +9.1% | +6.6% |
| 30D | -20.6% | +12.1% | -32.7% | -17.8% |
| 3M | -24.8% | +13.6% | -38.4% | -22.7% |
| All | -24.8% | +13.3% | -38.1% | -22.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling