+56.6%
AMGN vs AS
+131.9%
-75.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.8% |
| 7D | -2.2% | -3.0% | +0.9% | -1.9% |
| 30D | +12.1% | +9.6% | +2.6% | +11.3% |
| 3M | +13.6% | -8.2% | +21.8% | +14.2% |
| 6M | +43.9% | -9.9% | +53.8% | +44.7% |
| YTD | +45.9% | -16.8% | +62.7% | +47.1% |
| 1Y | +42.1% | +3.0% | +39.2% | +41.4% |
| All | +56.6% | +131.9% | -75.4% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling