+4,832.6%
AMGN vs AMT
+1,311.4%
+3,521.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +7.8% | +4.6% | +3.2% | +7.1% |
| 3M | +27.3% | -8.4% | +35.7% | +28.6% |
| 6M | +16.8% | -6.0% | +22.9% | +17.6% |
| YTD | +36.3% | +2.1% | +34.2% | +35.4% |
| 1Y | +60.4% | -6.4% | +66.8% | +61.2% |
| 3Y | +86.3% | +8.1% | +78.3% | +82.6% |
| 5Y | +125.7% | -31.9% | +157.6% | +133.8% |
| 10Y | +247.0% | +97.1% | +149.9% | +212.8% |
| All | +4,832.6% | +1,311.4% | +3,521.2% | +3,342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 all: compounded portfolio wealth divided by compounded AMT 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…
all analysis · Full analysis span regression · 6 months rolling