+8,164.6%
AMD vs AMGN
+320.4%
+7,844.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | +13.1% | -2.2% | +15.3% | +14.5% |
| 30D | -7.0% | +12.1% | -19.1% | -11.1% |
| 3M | +16.6% | +13.6% | +2.9% | +9.6% |
| 6M | +20.5% | +43.9% | -23.4% | +1.1% |
| YTD | +158.2% | +45.9% | +112.2% | +112.5% |
| 1Y | +132.8% | +42.1% | +90.6% | +93.6% |
| 3Y | +366.2% | +91.6% | +274.6% | +220.1% |
| 5Y | +278.7% | +158.5% | +120.2% | +111.4% |
| 10Y | +8,164.6% | +323.2% | +7,841.4% | +3,280.2% |
| All | +8,164.6% | +320.4% | +7,844.2% | +3,280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling