+64,930.0%
AMGN vs AME
+19,084.3%
+45,845.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +5.9% | -4.7% | -0.4% |
| 30D | +9.3% | -1.9% | +11.2% | +9.6% |
| 3M | +12.1% | -5.4% | +17.5% | +13.3% |
| 6M | +40.3% | +4.9% | +35.3% | +37.7% |
| YTD | +45.2% | +18.5% | +26.7% | +37.8% |
| 1Y | +42.4% | +25.5% | +17.0% | +33.2% |
| 3Y | +91.0% | +63.0% | +28.0% | +64.8% |
| 5Y | +157.4% | +78.3% | +79.1% | +114.8% |
| 10Y | +321.0% | +447.1% | -126.1% | +159.9% |
| All | +64,930.0% | +19,084.3% | +45,845.6% | +20,082.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling