+37.2%
AMGN vs AMRZ
-24.2%
+61.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -7.5% | -6.2% | -12.5% |
| 30D | -8.8% | -12.4% | +3.6% | -6.8% |
| 3M | +7.2% | -22.4% | +29.6% | +11.1% |
| 6M | +1.3% | -29.5% | +30.8% | +6.3% |
| YTD | +17.6% | -24.1% | +41.8% | +21.5% |
| 1Y | +37.2% | -26.3% | +63.4% | +42.3% |
| All | +37.2% | -24.2% | +61.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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