+199.6%
AMGN vs A
+247.2%
-47.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.8% |
| 7D | -13.9% | -4.6% | -9.3% | -12.4% |
| 30D | -7.1% | -4.3% | -2.9% | -5.7% |
| 3M | +13.9% | +8.9% | +5.0% | +10.3% |
| 6M | +3.2% | +24.5% | -21.3% | -5.6% |
| YTD | +19.2% | +5.8% | +13.4% | +15.6% |
| 1Y | +41.1% | +16.2% | +24.9% | +32.0% |
| 3Y | +61.3% | +28.5% | +32.8% | +41.6% |
| 5Y | +109.1% | -16.3% | +125.4% | +113.8% |
| All | +199.6% | +247.2% | -47.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling