+170.1%
AMAT vs AMGN
+92.8%
+77.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +5.9% |
| 7D | +7.0% | -2.2% | +9.1% | +7.7% |
| 30D | -20.6% | +12.1% | -32.7% | -22.6% |
| 3M | -24.8% | +13.6% | -38.4% | -27.5% |
| 6M | -10.7% | +43.9% | -54.7% | -20.6% |
| YTD | +54.3% | +45.9% | +8.3% | +36.9% |
| 1Y | +73.7% | +42.1% | +31.6% | +55.4% |
| All | +170.1% | +92.8% | +77.3% | +95.8% |
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 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