+55.6%
AMGN vs AS
+137.8%
-82.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +0.9% | +4.5% | -3.6% | +0.5% |
| 30D | +12.1% | +13.2% | -1.1% | +11.0% |
| 3M | +12.2% | -11.9% | +24.1% | +13.1% |
| 6M | +42.1% | -11.6% | +53.7% | +43.0% |
| YTD | +45.0% | -14.7% | +59.7% | +45.9% |
| 1Y | +47.7% | +5.7% | +42.0% | +46.6% |
| All | +55.6% | +137.8% | -82.2% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling