+95.5%
AMD vs AMGN
+64.6%
+30.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.9% |
| 7D | -15.5% | +5.9% | -21.4% | -14.3% |
| 30D | -22.6% | +18.7% | -41.4% | -19.4% |
| 3M | -5.7% | +23.4% | -29.1% | -1.8% |
| 6M | +43.1% | +49.7% | -6.6% | +49.1% |
| YTD | +128.2% | +49.2% | +79.1% | +144.3% |
| 1Y | +95.5% | +65.7% | +29.7% | +103.4% |
| All | +95.5% | +64.6% | +30.8% | +103.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling