+65.7%
AMGN vs AEM
+17.3%
+48.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.7% | -5.9% | +2.5% |
| 7D | +5.9% | +0.2% | +5.7% | +5.7% |
| 30D | +18.7% | +0.1% | +18.7% | +18.4% |
| 3M | +23.4% | +22.1% | +1.3% | +19.7% |
| 6M | +49.7% | +2.4% | +47.3% | +48.3% |
| YTD | +49.2% | +8.9% | +40.3% | +45.5% |
| 1Y | +65.7% | +18.7% | +47.0% | +58.0% |
| All | +65.7% | +17.3% | +48.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling