+16,068.7%
AMGN vs ALL
+3,771.2%
+12,297.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +13.1% | +12.8% | +0.3% | +9.4% |
| 3M | +12.9% | +4.7% | +8.2% | +11.2% |
| 6M | +40.8% | +24.9% | +15.8% | +31.6% |
| YTD | +45.6% | +30.0% | +15.6% | +34.3% |
| 1Y | +42.7% | +29.9% | +12.8% | +31.6% |
| 3Y | +91.2% | +117.5% | -26.4% | +50.5% |
| 5Y | +158.1% | +161.7% | -3.5% | +89.0% |
| 10Y | +322.3% | +377.1% | -54.8% | +157.8% |
| All | +16,068.7% | +3,771.2% | +12,297.5% | +4,831.1% |
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