+500.8%
AMGN vs AR
-33.4%
+534.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -1.2% | -14.3% | +13.1% | -0.4% |
| 30D | +11.5% | +1.4% | +10.0% | +11.3% |
| 3M | +14.4% | +3.4% | +11.0% | +14.0% |
| 6M | +40.9% | -2.1% | +43.0% | +40.7% |
| YTD | +43.5% | +4.7% | +38.8% | +42.5% |
| 1Y | +49.9% | +10.6% | +39.4% | +48.3% |
| 3Y | +84.6% | +24.6% | +60.0% | +79.7% |
| 5Y | +151.6% | +71.9% | +79.7% | +135.7% |
| 10Y | +358.2% | +46.4% | +311.8% | +330.8% |
| All | +500.8% | -33.4% | +534.2% | +499.7% |
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