+812.9%
AMGN vs AG
+445.6%
+367.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | +1.1% | +1.0% | +0.1% | +1.1% |
| 30D | +7.8% | +19.2% | -11.3% | +7.0% |
| 3M | +27.3% | +6.2% | +21.1% | +26.7% |
| 6M | +16.8% | -26.7% | +43.5% | +17.7% |
| YTD | +36.3% | +26.1% | +10.2% | +34.1% |
| 1Y | +60.4% | +131.7% | -71.2% | +53.5% |
| 3Y | +86.3% | +255.3% | -169.0% | +72.8% |
| 5Y | +125.7% | +61.9% | +63.7% | +113.4% |
| 10Y | +247.0% | +72.0% | +175.0% | +215.9% |
| All | +812.9% | +445.6% | +367.3% | +571.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling