+12,721.6%
AMGN vs ALB
+2,835.3%
+9,886.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -0.7% |
| 7D | +1.1% | -8.1% | +9.2% | +2.7% |
| 30D | +7.8% | +6.3% | +1.6% | +6.4% |
| 3M | +27.3% | -23.6% | +50.8% | +32.9% |
| 6M | +16.8% | -24.6% | +41.4% | +21.2% |
| YTD | +36.3% | -10.3% | +46.6% | +36.1% |
| 1Y | +60.4% | +61.5% | -1.0% | +41.5% |
| 3Y | +86.3% | -34.0% | +120.3% | +84.2% |
| 5Y | +125.7% | -44.6% | +170.3% | +118.4% |
| 10Y | +247.0% | +76.1% | +170.9% | +134.0% |
| All | +12,721.6% | +2,835.3% | +9,886.4% | +4,050.7% |
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