+471.7%
AMGN vs ALM
+8,394.4%
-7,922.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +8.8% | -18.9% | -10.1% |
| 7D | -10.3% | +8.4% | -18.7% | -10.3% |
| 30D | -3.8% | +34.8% | -38.6% | -3.9% |
| 3M | +14.4% | +16.2% | -1.8% | +14.3% |
| 6M | +7.8% | +2.1% | +5.7% | +7.7% |
| YTD | +22.6% | +117.0% | -94.4% | +22.0% |
| 1Y | +44.2% | +313.9% | -269.6% | +43.2% |
| 3Y | +65.8% | +2,327.9% | -2,262.1% | +63.1% |
| 5Y | +108.0% | +1,040.6% | -932.7% | +104.9% |
| 10Y | +209.9% | +3,219.4% | -3,009.6% | +202.6% |
| All | +471.7% | +8,394.4% | -7,922.7% | +441.9% |
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