+325.7%
AMGN vs AA
+42.1%
+283.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.1% |
| 30D | +9.3% | -0.6% | +9.9% | +9.3% |
| 3M | +12.1% | -19.7% | +31.8% | +13.9% |
| 6M | +40.3% | -41.6% | +81.8% | +45.8% |
| YTD | +45.2% | -24.6% | +69.8% | +46.9% |
| 1Y | +42.4% | +4.9% | +37.6% | +39.9% |
| 3Y | +91.0% | +66.8% | +24.2% | +75.9% |
| 5Y | +157.4% | -19.4% | +176.8% | +144.7% |
| All | +325.7% | +42.1% | +283.5% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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