+126.1%
AMD vs AMGN
+41.7%
+84.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.8% |
| 7D | +44.7% | +1.5% | +43.3% | +45.1% |
| 30D | -3.3% | +13.1% | -16.5% | +0.1% |
| 3M | +21.2% | +12.9% | +8.3% | +25.0% |
| 6M | +30.6% | +40.8% | -10.2% | +36.4% |
| YTD | +173.3% | +45.6% | +127.7% | +200.2% |
| 1Y | +126.1% | +42.7% | +83.3% | +147.1% |
| All | +126.1% | +41.7% | +84.3% | +147.1% |
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