+147.1%
AMAT vs AMGN
+156.1%
-9.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +11.4% | +1.1% | +10.2% | +11.0% |
| 30D | -17.0% | +9.3% | -26.3% | -19.1% |
| 3M | -30.6% | +12.1% | -42.7% | -33.3% |
| 6M | -14.9% | +40.3% | -55.2% | -24.8% |
| YTD | +44.7% | +45.2% | -0.5% | +26.2% |
| 1Y | +66.9% | +42.4% | +24.5% | +46.6% |
| 3Y | +153.3% | +91.0% | +62.3% | +94.7% |
| All | +147.1% | +156.1% | -9.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling