+103.4%
AMGN vs A
-14.3%
+117.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.0% |
| 7D | -13.7% | -2.6% | -11.1% | -13.1% |
| 30D | -8.8% | -0.9% | -7.9% | -8.6% |
| 3M | +7.2% | +13.6% | -6.4% | +3.9% |
| 6M | +1.3% | +27.8% | -26.6% | -5.2% |
| YTD | +17.6% | +8.6% | +9.0% | +14.7% |
| 1Y | +37.2% | +16.9% | +20.3% | +31.3% |
| 3Y | +57.7% | +32.9% | +24.8% | +45.9% |
| All | +103.4% | -14.3% | +117.7% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling