+42.4%
AMGN vs ALB
-15.8%
+58.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +1.1% | -5.8% | +6.9% | +1.5% |
| 30D | +9.3% | -4.5% | +13.8% | +9.5% |
| 3M | +12.1% | -28.1% | +40.2% | +14.5% |
| 6M | +40.3% | -53.2% | +93.4% | +48.9% |
| YTD | +45.2% | -33.3% | +78.5% | +45.5% |
| 1Y | +42.4% | -17.4% | +59.9% | +39.0% |
| All | +42.4% | -15.8% | +58.2% | +39.0% |
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 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