+313.6%
AMGN vs AR
+52.4%
+261.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.8% |
| 7D | +0.9% | -5.8% | +6.6% | +1.1% |
| 30D | +12.1% | +4.8% | +7.3% | +11.8% |
| 3M | +12.2% | +1.5% | +10.7% | +12.0% |
| 6M | +42.1% | +4.7% | +37.4% | +41.5% |
| YTD | +45.0% | +9.2% | +35.8% | +43.8% |
| 1Y | +47.7% | +11.2% | +36.6% | +46.3% |
| 3Y | +90.4% | +46.2% | +44.2% | +84.4% |
| 5Y | +154.9% | +98.1% | +56.9% | +139.2% |
| 10Y | +313.6% | +54.5% | +259.1% | +306.9% |
| All | +313.6% | +52.4% | +261.2% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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