+195.5%
AMGN vs AG
+68.4%
+127.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | -13.7% | -6.7% | -7.0% | -13.5% |
| 30D | -8.8% | +2.2% | -11.0% | -8.9% |
| 3M | +7.2% | +15.7% | -8.5% | +6.5% |
| 6M | +1.3% | -23.8% | +25.1% | +1.8% |
| YTD | +17.6% | +17.6% | 0.0% | +16.3% |
| 1Y | +37.2% | +88.6% | -51.5% | +33.0% |
| 3Y | +57.7% | +253.4% | -195.7% | +47.5% |
| 5Y | +106.3% | +62.4% | +43.8% | +96.0% |
| All | +195.5% | +68.4% | +127.2% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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