+325.7%
AMGN vs ALLE
+211.7%
+114.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +1.1% | +3.6% | -2.4% | 0.0% |
| 30D | +9.3% | +25.9% | -16.6% | +1.6% |
| 3M | +12.1% | +15.8% | -3.7% | +6.9% |
| 6M | +40.3% | +48.1% | -7.8% | +23.4% |
| YTD | +45.2% | +22.0% | +23.2% | +35.1% |
| 1Y | +42.4% | +18.0% | +24.4% | +33.9% |
| 3Y | +91.0% | +93.1% | -2.0% | +51.9% |
| 5Y | +157.4% | +52.1% | +105.3% | +117.1% |
| All | +325.7% | +211.7% | +114.0% | +174.0% |
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