+91.0%
AMGN vs ALM
+909.2%
-818.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -0.5% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +9.3% | -19.3% | +28.6% | +9.8% |
| 3M | +12.1% | -40.6% | +52.7% | +13.2% |
| 6M | +40.3% | -57.9% | +98.2% | +42.6% |
| YTD | +45.2% | -6.7% | +51.9% | +44.2% |
| 1Y | +42.4% | +20.2% | +22.3% | +40.5% |
| 3Y | +91.0% | +879.4% | -788.4% | +78.2% |
| All | +91.0% | +909.2% | -818.2% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling