+36.2%
AMGN vs AMIX
-99.9%
+136.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.2% | -9.9% | -10.1% |
| 7D | -10.3% | -3.4% | -6.9% | -10.2% |
| 30D | -3.8% | -54.4% | +50.6% | -3.5% |
| 3M | +14.4% | -45.7% | +60.1% | +12.8% |
| 6M | +7.8% | -49.2% | +57.0% | +6.4% |
| YTD | +22.6% | -60.3% | +82.9% | +20.9% |
| 1Y | +44.2% | -81.4% | +125.6% | +42.4% |
| All | +36.2% | -99.9% | +136.0% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling