+42.4%
AMGN vs AR
+11.3%
+31.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.1% | +7.4% | -6.2% | +1.5% |
| 30D | +9.3% | +5.8% | +3.5% | +9.5% |
| 3M | +12.1% | +5.2% | +6.9% | +12.5% |
| 6M | +40.3% | +5.4% | +34.8% | +40.9% |
| YTD | +45.2% | +12.4% | +32.8% | +42.3% |
| 1Y | +42.4% | +12.8% | +29.6% | +39.4% |
| All | +42.4% | +11.3% | +31.1% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling