+109.1%
AMGN vs AEM
+294.2%
-185.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -13.9% | -5.0% | -8.8% | -13.4% |
| 30D | -7.1% | +8.5% | -15.6% | -8.0% |
| 3M | +13.9% | +29.3% | -15.4% | +10.8% |
| 6M | +3.2% | -12.9% | +16.2% | +4.1% |
| YTD | +19.2% | +16.8% | +2.5% | +16.8% |
| 1Y | +41.1% | +29.8% | +11.3% | +36.7% |
| 3Y | +61.3% | +336.7% | -275.4% | +38.5% |
| 5Y | +109.1% | +299.9% | -190.9% | +79.0% |
| All | +109.1% | +294.2% | -185.1% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling