+130.8%
AMGN vs AMC
-99.4%
+230.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.6% |
| 7D | +1.1% | +2.3% | -1.2% | +1.1% |
| 30D | +7.8% | -0.7% | +8.6% | +7.8% |
| 3M | +27.3% | +35.2% | -8.0% | +26.2% |
| 6M | +16.8% | +124.6% | -107.7% | +14.5% |
| YTD | +36.3% | +69.9% | -33.6% | +34.2% |
| 1Y | +60.4% | -2.6% | +63.0% | +59.4% |
| 3Y | +86.3% | -79.8% | +166.1% | +87.6% |
| All | +130.8% | -99.4% | +230.2% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling