+872.3%
AMGN vs AG
+255.2%
+617.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +1.1% | -10.0% | +11.1% | +1.6% |
| 30D | +9.3% | -10.5% | +19.8% | +9.7% |
| 3M | +12.1% | -27.3% | +39.4% | +13.4% |
| 6M | +40.3% | -43.0% | +83.2% | +42.9% |
| YTD | +45.2% | -17.9% | +63.1% | +45.1% |
| 1Y | +42.4% | +11.9% | +30.5% | +40.5% |
| 3Y | +91.0% | +201.8% | -110.8% | +78.4% |
| 5Y | +157.4% | -0.1% | +157.4% | +148.0% |
| 10Y | +321.0% | +72.7% | +248.3% | +283.1% |
| All | +872.3% | +255.2% | +617.1% | +626.3% |
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 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