+100,756.0%
AMAT vs AMGN
+67,134.3%
+33,621.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -1.2% | -13.5% | -14.2% |
| 30D | -36.1% | +11.5% | -47.6% | -38.9% |
| 3M | -36.9% | +14.4% | -51.2% | -40.7% |
| 6M | -22.2% | +40.9% | -63.1% | -33.2% |
| YTD | +29.9% | +43.5% | -13.6% | +10.3% |
| 1Y | +43.3% | +49.9% | -6.7% | +19.3% |
| 3Y | +142.7% | +84.6% | +58.0% | +82.2% |
| 5Y | +126.2% | +151.6% | -25.4% | +48.4% |
| 10Y | +1,211.7% | +358.2% | +853.5% | +582.1% |
| All | +100,756.0% | +67,134.3% | +33,621.8% | +7,941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling