+11,477.5%
AMD vs AMGN
+63,747.9%
-52,270.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.2% | +5.2% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | -0.9% | +7.8% | -8.8% | -3.7% |
| 3M | -8.7% | +27.3% | -36.0% | -16.6% |
| 6M | +136.3% | +16.8% | +119.5% | +122.1% |
| YTD | +123.0% | +36.3% | +86.7% | +97.3% |
| 1Y | +195.2% | +60.4% | +134.8% | +145.5% |
| 3Y | +336.3% | +86.3% | +250.0% | +238.6% |
| 5Y | +334.5% | +125.7% | +208.8% | +212.0% |
| 10Y | +6,259.1% | +247.0% | +6,012.1% | +3,832.5% |
| All | +11,477.5% | +63,747.9% | -52,270.4% | +1,338.5% |
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