+10,785.8%
AMD vs AMGN
+67,134.2%
-56,348.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | -1.2% | -9.8% | -10.5% |
| 30D | -30.5% | +11.5% | -41.9% | -33.0% |
| 3M | -8.2% | +14.4% | -22.6% | -13.0% |
| 6M | +6.6% | +40.9% | -34.4% | -6.5% |
| YTD | +109.7% | +43.5% | +66.1% | +81.3% |
| 1Y | +88.9% | +49.9% | +39.0% | +60.5% |
| 3Y | +301.8% | +84.6% | +217.2% | +211.6% |
| 5Y | +229.4% | +151.6% | +77.7% | +126.8% |
| 10Y | +6,745.1% | +358.2% | +6,386.9% | +3,755.0% |
| All | +10,785.8% | +67,134.2% | -56,348.4% | +1,221.8% |
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