+43.6%
AMGN vs ALB
+69.7%
-26.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | -11.6% | -8.6% | -3.1% | -11.1% |
| 30D | -5.7% | -4.0% | -1.6% | -5.5% |
| 3M | +14.2% | -17.4% | +31.6% | +15.8% |
| 6M | +5.2% | -25.4% | +30.6% | +6.8% |
| YTD | +22.0% | -10.5% | +32.5% | +22.1% |
| 1Y | +43.6% | +75.8% | -32.2% | +47.6% |
| All | +43.6% | +69.7% | -26.0% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling