+92.0%
AMGN vs ALL
+113.3%
-21.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.7% |
| 30D | +12.1% | +12.7% | -0.6% | +9.8% |
| 3M | +13.6% | +0.4% | +13.3% | +13.7% |
| 6M | +43.9% | +23.8% | +20.1% | +38.3% |
| YTD | +45.9% | +27.8% | +18.2% | +39.1% |
| 1Y | +42.1% | +28.9% | +13.3% | +35.2% |
| All | +92.0% | +113.3% | -21.3% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling