+328.1%
AMGN vs ALLE
+233.6%
+94.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | +0.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | +12.1% | +26.6% | -14.5% | +4.0% |
| 3M | +13.9% | +13.2% | +0.7% | +9.3% |
| 6M | +42.1% | +42.9% | -0.7% | +26.4% |
| YTD | +45.0% | +21.0% | +24.0% | +35.2% |
| 1Y | +49.3% | +15.2% | +34.2% | +41.4% |
| 3Y | +92.8% | +95.6% | -2.8% | +52.5% |
| 5Y | +156.7% | +53.4% | +103.3% | +115.6% |
| 10Y | +328.1% | +221.5% | +106.6% | +169.4% |
| All | +328.1% | +233.6% | +94.5% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling