+209.9%
AMGN vs ALLE
+148.2%
+61.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.7% | -9.4% | -9.9% |
| 7D | -10.3% | +2.8% | -13.0% | -11.0% |
| 30D | -3.8% | -7.6% | +3.9% | -1.4% |
| 3M | +14.4% | +22.8% | -8.4% | +6.9% |
| 6M | +7.8% | +4.6% | +3.2% | +5.8% |
| YTD | +22.6% | -1.2% | +23.8% | +22.1% |
| 1Y | +44.2% | -9.1% | +53.4% | +47.4% |
| 3Y | +65.8% | +50.0% | +15.8% | +42.8% |
| 5Y | +108.0% | +15.2% | +92.7% | +92.2% |
| 10Y | +209.9% | +151.1% | +58.8% | +114.3% |
| All | +209.9% | +148.2% | +61.6% | +114.3% |
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