+195.5%
AMGN vs AME
+445.1%
-249.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -2.6% |
| 7D | -13.7% | +1.7% | -15.4% | -14.3% |
| 30D | -8.8% | -6.4% | -2.4% | -6.6% |
| 3M | +7.2% | +7.1% | +0.1% | +4.0% |
| 6M | +1.3% | +8.2% | -6.9% | -2.3% |
| YTD | +17.6% | +18.2% | -0.5% | +9.6% |
| 1Y | +37.2% | +26.7% | +10.4% | +24.1% |
| 3Y | +57.7% | +60.7% | -3.0% | +27.4% |
| 5Y | +106.3% | +91.6% | +14.7% | +51.8% |
| All | +195.5% | +445.1% | -249.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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