+195.5%
AMGN vs ALM
+2,589.2%
-2,393.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -13.7% | -11.8% | -1.9% | -13.5% |
| 30D | -8.8% | +7.8% | -16.6% | -9.0% |
| 3M | +7.2% | -9.3% | +16.5% | +7.2% |
| 6M | +1.3% | -30.5% | +31.7% | +1.5% |
| YTD | +17.6% | +75.8% | -58.2% | +15.7% |
| 1Y | +37.2% | +241.2% | -204.0% | +33.1% |
| 3Y | +57.7% | +1,872.6% | -1,814.9% | +46.4% |
| 5Y | +106.3% | +849.6% | -743.3% | +92.4% |
| All | +195.5% | +2,589.2% | -2,393.7% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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