+18,346.1%
AME vs BIIB
+8,346.7%
+9,999.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.3% |
| 7D | +5.9% | +2.0% | +3.8% | +5.7% |
| 30D | -1.9% | +8.8% | -10.7% | -2.8% |
| 3M | -5.4% | +20.3% | -25.7% | -7.1% |
| 6M | +4.9% | +23.9% | -19.0% | +2.5% |
| YTD | +18.5% | +44.0% | -25.5% | +13.8% |
| 1Y | +25.5% | +53.8% | -28.4% | +19.7% |
| 3Y | +63.0% | +13.8% | +49.2% | +59.0% |
| 5Y | +78.3% | -6.3% | +84.6% | +75.5% |
| 10Y | +447.1% | -20.6% | +467.7% | +425.0% |
| All | +18,346.1% | +8,346.7% | +9,999.4% | +12,079.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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