+41.1%
AMGN vs ALL
+28.8%
+12.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -13.9% | -4.3% | -9.6% | -13.2% |
| 30D | -7.1% | -3.6% | -3.6% | -6.5% |
| 3M | +13.9% | +13.2% | +0.7% | +12.5% |
| 6M | +3.2% | +22.5% | -19.2% | +0.8% |
| YTD | +19.2% | +22.7% | -3.5% | +15.9% |
| 1Y | +41.1% | +28.3% | +12.8% | +37.0% |
| All | +41.1% | +28.8% | +12.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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