+301.8%
AMD vs AMGN
+86.0%
+215.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -1.2% | -9.8% | -10.8% |
| 30D | -30.5% | +11.5% | -41.9% | -31.0% |
| 3M | -8.2% | +14.4% | -22.6% | -9.7% |
| 6M | +6.6% | +40.9% | -34.4% | +0.6% |
| YTD | +109.7% | +43.5% | +66.1% | +96.6% |
| 1Y | +88.9% | +49.9% | +39.0% | +74.8% |
| 3Y | +301.8% | +84.6% | +217.2% | +240.1% |
| All | +301.8% | +86.0% | +215.8% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling