+216.6%
AMGN vs AR
+43.0%
+173.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -11.6% | -1.2% | -10.5% | -11.6% |
| 30D | -5.7% | +5.5% | -11.2% | -5.9% |
| 3M | +14.2% | +12.9% | +1.3% | +13.4% |
| 6M | +5.2% | +0.1% | +5.1% | +5.0% |
| YTD | +22.0% | +13.5% | +8.5% | +20.8% |
| 1Y | +43.6% | +21.6% | +22.1% | +41.6% |
| 3Y | +65.0% | +46.0% | +19.0% | +59.8% |
| 5Y | +112.0% | +143.7% | -31.7% | +96.3% |
| 10Y | +216.6% | +44.3% | +172.3% | +227.2% |
| All | +216.6% | +43.0% | +173.5% | +227.2% |
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