+112.0%
AMGN vs ALM
+958.0%
-846.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | -11.6% | +3.6% | -15.3% | -11.7% |
| 30D | -5.7% | +33.8% | -39.5% | -6.4% |
| 3M | +14.2% | +14.8% | -0.6% | +13.6% |
| 6M | +5.2% | -7.0% | +12.1% | +4.9% |
| YTD | +22.0% | +108.1% | -86.1% | +19.4% |
| 1Y | +43.6% | +313.8% | -270.1% | +38.5% |
| 3Y | +65.0% | +2,227.6% | -2,162.6% | +51.5% |
| 5Y | +112.0% | +956.6% | -844.6% | +91.3% |
| All | +112.0% | +958.0% | -846.0% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling