+65.8%
AMGN vs AG
+272.3%
-206.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.0% | -10.0% |
| 7D | -10.3% | +4.5% | -14.7% | -10.4% |
| 30D | -3.8% | +12.9% | -16.6% | -4.2% |
| 3M | +14.4% | +20.9% | -6.6% | +13.4% |
| 6M | +7.8% | -19.5% | +27.4% | +8.1% |
| YTD | +22.6% | +24.8% | -2.2% | +21.2% |
| 1Y | +44.2% | +120.2% | -76.0% | +39.6% |
| 3Y | +65.8% | +279.0% | -213.2% | +53.1% |
| All | +65.8% | +272.3% | -206.5% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling