+13,627.2%
AMGN vs ALB
+2,138.3%
+11,488.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -2.2% | +1.1% | -3.2% | -2.4% |
| 30D | +12.1% | -2.6% | +14.7% | +12.5% |
| 3M | +13.6% | -25.6% | +39.2% | +19.4% |
| 6M | +43.9% | -54.0% | +98.0% | +64.3% |
| YTD | +45.9% | -31.6% | +77.5% | +52.5% |
| 1Y | +42.1% | -6.6% | +48.7% | +39.6% |
| 3Y | +91.6% | -14.0% | +105.6% | +78.7% |
| 5Y | +158.5% | -62.5% | +221.0% | +170.1% |
| 10Y | +323.2% | +36.3% | +286.9% | +198.4% |
| All | +13,627.2% | +2,138.3% | +11,488.9% | +4,553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling