+54,805.5%
AMGN vs AEM
+3,487.5%
+51,318.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.7% | -10.1% |
| 7D | -10.3% | +4.3% | -14.6% | -10.3% |
| 30D | -3.8% | +13.1% | -16.9% | -3.9% |
| 3M | +14.4% | +24.8% | -10.4% | +14.2% |
| 6M | +7.8% | -8.2% | +16.1% | +7.8% |
| YTD | +22.6% | +19.8% | +2.7% | +22.4% |
| 1Y | +44.2% | +32.1% | +12.2% | +43.9% |
| 3Y | +65.8% | +348.2% | -282.4% | +64.6% |
| 5Y | +108.0% | +297.5% | -189.5% | +106.4% |
| 10Y | +209.9% | +343.3% | -133.4% | +208.1% |
| All | +54,805.5% | +3,487.5% | +51,318.0% | +67,132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling