+470.6%
AMGN vs AR
-27.2%
+497.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.5% |
| 7D | +1.1% | +2.5% | -1.4% | +1.0% |
| 30D | +7.8% | +14.8% | -7.0% | +6.9% |
| 3M | +27.3% | +6.2% | +21.0% | +26.7% |
| 6M | +16.8% | +4.3% | +12.5% | +16.3% |
| YTD | +36.3% | +14.4% | +22.0% | +34.8% |
| 1Y | +60.4% | +21.3% | +39.1% | +57.9% |
| 3Y | +86.3% | +39.8% | +46.5% | +80.2% |
| 5Y | +125.7% | +142.1% | -16.4% | +107.0% |
| 10Y | +247.0% | +52.0% | +195.0% | +226.6% |
| All | +470.6% | -27.2% | +497.8% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling