+17,985.3%
AME vs BIIB
+7,261.0%
+10,724.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +0.6% | +1.1% | -0.4% | +0.5% |
| 30D | -6.7% | +6.9% | -13.6% | -7.3% |
| 3M | +4.1% | +12.4% | -8.3% | +2.7% |
| 6M | +1.6% | +16.3% | -14.7% | -0.2% |
| YTD | +16.1% | +25.5% | -9.3% | +13.1% |
| 1Y | +27.3% | +57.8% | -30.5% | +21.2% |
| 3Y | +50.9% | -17.3% | +68.2% | +51.8% |
| 5Y | +81.4% | -33.8% | +115.2% | +84.5% |
| 10Y | +417.0% | -29.6% | +446.5% | +402.1% |
| All | +17,985.3% | +7,261.0% | +10,724.3% | +12,010.1% |
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