+48.8%
AMGN vs AMRZ
-19.2%
+68.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | -11.6% | -4.7% | -7.0% | -10.8% |
| 30D | -5.7% | -11.3% | +5.6% | -3.9% |
| 3M | +14.2% | -22.1% | +36.3% | +18.3% |
| 6M | +5.2% | -29.6% | +34.8% | +10.4% |
| YTD | +22.0% | -23.3% | +45.3% | +25.9% |
| 1Y | +43.6% | -23.7% | +67.4% | +47.8% |
| All | +48.8% | -19.2% | +68.0% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling