+38.4%
AMGN vs AHR
+356.1%
-317.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | -13.7% | -2.1% | -11.6% | -13.4% |
| 30D | -8.8% | +1.9% | -10.7% | -9.0% |
| 3M | +7.2% | +15.7% | -8.5% | +5.1% |
| 6M | +1.3% | +2.5% | -1.2% | +0.7% |
| YTD | +17.6% | +15.0% | +2.6% | +15.2% |
| 1Y | +37.2% | +28.1% | +9.1% | +32.3% |
| All | +38.4% | +356.1% | -317.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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