+577.1%
AMGN vs ALM
+3,551.9%
-2,974.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -0.3% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +9.3% | -19.3% | +28.6% | +9.4% |
| 3M | +12.1% | -40.6% | +52.7% | +12.3% |
| 6M | +40.3% | -57.9% | +98.2% | +40.7% |
| YTD | +45.2% | -6.7% | +51.9% | +45.0% |
| 1Y | +42.4% | +20.2% | +22.3% | +42.1% |
| 3Y | +91.0% | +879.4% | -788.4% | +88.6% |
| 5Y | +157.4% | +415.3% | -257.9% | +154.3% |
| 10Y | +321.0% | +2,100.8% | -1,779.8% | +312.0% |
| All | +577.1% | +3,551.9% | -2,974.8% | +543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling