+65.7%
AMGN vs ASX
+144.4%
-78.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.7% | +3.6% |
| 7D | +5.9% | -14.6% | +20.5% | +5.5% |
| 30D | +18.7% | -21.1% | +39.8% | +18.2% |
| 3M | +23.4% | -3.1% | +26.5% | +23.3% |
| 6M | +49.7% | +17.4% | +32.4% | +46.1% |
| YTD | +49.2% | +135.3% | -86.1% | +38.1% |
| 1Y | +65.7% | +146.5% | -80.8% | +52.7% |
| All | +65.7% | +144.4% | -78.7% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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