+4,809.1%
AMGN vs AEIS
+2,641.0%
+2,168.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.8% | -12.9% | -10.4% |
| 7D | -10.3% | +8.1% | -18.4% | -11.2% |
| 30D | -3.8% | -11.1% | +7.4% | -2.7% |
| 3M | +14.4% | -5.6% | +20.0% | +13.8% |
| 6M | +7.8% | -0.6% | +8.5% | +5.9% |
| YTD | +22.6% | +38.0% | -15.5% | +15.2% |
| 1Y | +44.2% | +87.2% | -43.0% | +30.2% |
| 3Y | +65.8% | +179.7% | -113.9% | +39.9% |
| 5Y | +108.0% | +241.7% | -133.8% | +68.0% |
| 10Y | +209.9% | +547.2% | -337.3% | +120.1% |
| All | +4,809.1% | +2,641.0% | +2,168.0% | +2,418.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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