+42.1%
AMGN vs AMIX
-91.8%
+134.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -20.0% | +20.6% | +0.7% |
| 7D | -2.2% | -8.1% | +5.9% | -2.1% |
| 30D | +12.1% | -52.3% | +64.4% | +12.4% |
| 3M | +13.6% | -83.8% | +97.4% | +14.5% |
| 6M | +43.9% | -79.0% | +122.9% | +42.8% |
| YTD | +45.9% | -87.2% | +133.1% | +45.0% |
| 1Y | +42.1% | -91.7% | +133.8% | +41.5% |
| All | +42.1% | -91.8% | +134.0% | +41.5% |
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