+203.0%
AMAT vs AMGN
+86.3%
+116.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | -14.8% | +7.8% | -22.6% | -16.7% |
| 3M | -9.3% | +27.3% | -36.5% | -16.1% |
| 6M | +27.4% | +16.8% | +10.6% | +20.9% |
| YTD | +77.6% | +36.3% | +41.3% | +60.5% |
| 1Y | +188.9% | +60.4% | +128.5% | +147.2% |
| All | +203.0% | +86.3% | +116.7% | +145.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling