+65.7%
AMGN vs AS
+3.3%
+62.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +3.0% |
| 7D | +5.9% | +13.8% | -7.9% | +4.0% |
| 30D | +18.7% | +16.7% | +2.1% | +16.1% |
| 3M | +23.4% | -11.5% | +34.9% | +24.9% |
| 6M | +49.7% | -5.5% | +55.2% | +49.8% |
| YTD | +49.2% | -14.2% | +63.4% | +49.4% |
| 1Y | +65.7% | +2.1% | +63.7% | +67.4% |
| All | +65.7% | +3.3% | +62.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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