+103.4%
AMGN vs AGI
+400.3%
-296.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -13.7% | -2.7% | -11.0% | -13.5% |
| 30D | -8.8% | +7.2% | -16.0% | -9.4% |
| 3M | +7.2% | +4.3% | +2.9% | +6.5% |
| 6M | +1.3% | -27.1% | +28.4% | +3.6% |
| YTD | +17.6% | -6.6% | +24.3% | +17.2% |
| 1Y | +37.2% | +9.5% | +27.6% | +34.3% |
| 3Y | +57.7% | +208.4% | -150.7% | +39.8% |
| All | +103.4% | +400.3% | -296.9% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling