+325.7%
AMGN vs ALB
+32.4%
+293.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +1.1% | -5.8% | +6.9% | +1.8% |
| 30D | +9.3% | -4.5% | +13.8% | +9.8% |
| 3M | +12.1% | -28.1% | +40.2% | +16.0% |
| 6M | +40.3% | -53.2% | +93.4% | +52.0% |
| YTD | +45.2% | -33.3% | +78.5% | +49.7% |
| 1Y | +42.4% | -17.4% | +59.9% | +43.0% |
| 3Y | +91.0% | -14.1% | +105.2% | +83.1% |
| 5Y | +157.4% | -64.0% | +221.4% | +166.8% |
| All | +325.7% | +32.4% | +293.3% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling