+328.1%
AMGN vs AMC
-98.6%
+426.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.2% | +1.0% |
| 7D | 0.0% | +6.6% | -6.6% | -0.1% |
| 30D | +12.1% | +14.1% | -2.0% | +12.0% |
| 3M | +13.9% | +31.3% | -17.4% | +13.6% |
| 6M | +42.1% | +126.7% | -84.5% | +40.9% |
| YTD | +45.0% | +117.9% | -72.9% | +43.8% |
| 1Y | +49.3% | +41.1% | +8.2% | +48.5% |
| 3Y | +92.8% | -61.0% | +153.7% | +92.4% |
| 5Y | +156.7% | -99.1% | +255.9% | +159.7% |
| 10Y | +328.1% | -98.7% | +426.8% | +330.2% |
| All | +328.1% | -98.6% | +426.8% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling