+209.9%
AMGN vs AMC
-98.9%
+308.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.4% | -6.7% | -10.0% |
| 7D | -10.3% | -0.8% | -9.5% | -10.3% |
| 30D | -3.8% | -1.2% | -2.6% | -3.8% |
| 3M | +14.4% | +42.2% | -27.8% | +13.9% |
| 6M | +7.8% | +118.8% | -111.0% | +6.9% |
| YTD | +22.6% | +64.1% | -41.5% | +21.8% |
| 1Y | +44.2% | -9.5% | +53.8% | +43.9% |
| 3Y | +65.8% | -64.3% | +130.2% | +65.7% |
| 5Y | +108.0% | -99.5% | +207.4% | +111.2% |
| 10Y | +209.9% | -98.9% | +308.8% | +215.4% |
| All | +209.9% | -98.9% | +308.8% | +215.4% |
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