+65.8%
AMGN vs ALM
+2,327.9%
-2,262.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +8.8% | -18.9% | -10.3% |
| 7D | -10.3% | +8.4% | -18.7% | -10.5% |
| 30D | -3.8% | +34.8% | -38.6% | -4.6% |
| 3M | +14.4% | +16.2% | -1.8% | +13.7% |
| 6M | +7.8% | +2.1% | +5.7% | +7.2% |
| YTD | +22.6% | +117.0% | -94.4% | +19.4% |
| 1Y | +44.2% | +313.9% | -269.6% | +38.0% |
| 3Y | +65.8% | +2,327.9% | -2,262.1% | +47.4% |
| All | +65.8% | +2,327.9% | -2,262.1% | +47.4% |
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