+43.6%
AMGN vs ASX
+275.6%
-232.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.4% |
| 7D | -11.6% | +11.1% | -22.8% | -11.6% |
| 30D | -5.7% | +9.6% | -15.3% | -5.6% |
| 3M | +14.2% | +18.6% | -4.4% | +13.0% |
| 6M | +5.2% | +92.1% | -86.9% | -1.0% |
| YTD | +22.0% | +158.5% | -136.5% | +12.9% |
| 1Y | +43.6% | +271.9% | -228.3% | +30.5% |
| All | +43.6% | +275.6% | -232.0% | +30.5% |
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