+130.8%
AMGN vs ALLE
+13.7%
+117.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +7.8% | -6.8% | +14.6% | +9.6% |
| 3M | +27.3% | +21.0% | +6.2% | +21.4% |
| 6M | +16.8% | +1.1% | +15.7% | +16.1% |
| YTD | +36.3% | -0.5% | +36.9% | +35.6% |
| 1Y | +60.4% | -7.3% | +67.7% | +62.1% |
| 3Y | +86.3% | +42.3% | +44.1% | +71.1% |
| All | +130.8% | +13.7% | +117.1% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling