+831.1%
AMGN vs AGI
+5,381.0%
-4,549.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.7% | -10.0% |
| 7D | -10.3% | +4.4% | -14.6% | -10.4% |
| 30D | -3.8% | +10.0% | -13.7% | -4.0% |
| 3M | +14.4% | +1.7% | +12.6% | +14.2% |
| 6M | +7.8% | -26.8% | +34.6% | +8.5% |
| YTD | +22.6% | -5.3% | +27.9% | +22.4% |
| 1Y | +44.2% | +11.5% | +32.7% | +43.4% |
| 3Y | +65.8% | +212.9% | -147.1% | +60.9% |
| 5Y | +108.0% | +388.8% | -280.8% | +99.7% |
| 10Y | +209.9% | +383.6% | -173.7% | +195.2% |
| All | +831.1% | +5,381.0% | -4,549.9% | +835.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling