+65.7%
AMGN vs AMIX
-92.3%
+158.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.7% |
| 7D | +5.9% | -25.1% | +31.0% | +6.0% |
| 30D | +18.7% | -54.5% | +73.3% | +19.1% |
| 3M | +23.4% | -91.7% | +115.1% | +24.5% |
| 6M | +49.7% | -79.4% | +129.2% | +48.0% |
| YTD | +49.2% | -86.1% | +135.2% | +47.1% |
| 1Y | +65.7% | -91.6% | +157.3% | +63.4% |
| All | +65.7% | -92.3% | +158.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling