+16,105.0%
AMGN vs ALL
+3,705.7%
+12,399.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.2% | -2.6% | +0.4% | -1.5% |
| 30D | +12.1% | +12.7% | -0.6% | +8.4% |
| 3M | +13.6% | +0.4% | +13.3% | +13.3% |
| 6M | +43.9% | +23.8% | +20.1% | +35.0% |
| YTD | +45.9% | +27.8% | +18.2% | +35.2% |
| 1Y | +42.1% | +28.9% | +13.3% | +31.4% |
| 3Y | +91.6% | +113.9% | -22.3% | +51.6% |
| 5Y | +158.5% | +157.4% | +1.1% | +90.2% |
| 10Y | +323.2% | +369.0% | -45.8% | +159.6% |
| All | +16,105.0% | +3,705.7% | +12,399.3% | +4,865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling