+694.1%
AMGN vs AMCR
+96.6%
+597.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -13.9% | -5.0% | -8.9% | -12.8% |
| 30D | -7.1% | -8.0% | +0.8% | -5.3% |
| 3M | +13.9% | +14.3% | -0.4% | +10.5% |
| 6M | +3.2% | +5.3% | -2.1% | +1.7% |
| YTD | +19.2% | +7.7% | +11.5% | +16.8% |
| 1Y | +41.1% | +10.8% | +30.3% | +37.3% |
| 3Y | +61.3% | +9.6% | +51.7% | +56.8% |
| 5Y | +109.1% | -10.2% | +119.2% | +109.6% |
| 10Y | +209.4% | +16.5% | +193.0% | +187.5% |
| All | +694.1% | +96.6% | +597.5% | +624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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