+325.7%
AMGN vs ASX
+962.9%
-637.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | +1.1% | +12.4% | -11.3% | -0.2% |
| 30D | +9.3% | -19.8% | +29.1% | +11.2% |
| 3M | +12.1% | -10.3% | +22.4% | +12.3% |
| 6M | +40.3% | +1.2% | +39.0% | +36.6% |
| YTD | +45.2% | +123.0% | -77.8% | +26.1% |
| 1Y | +42.4% | +145.4% | -103.0% | +22.0% |
| 3Y | +91.0% | +368.6% | -277.6% | +45.5% |
| 5Y | +157.4% | +486.0% | -328.7% | +85.5% |
| All | +325.7% | +962.9% | -637.3% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling