+108.0%
AMGN vs ASX
+472.4%
-364.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.1% | -16.2% | -10.4% |
| 7D | -10.3% | +6.3% | -16.6% | -10.6% |
| 30D | -3.8% | +6.4% | -10.2% | -4.2% |
| 3M | +14.4% | +13.1% | +1.2% | +12.7% |
| 6M | +7.8% | +90.3% | -82.5% | +1.4% |
| YTD | +22.6% | +149.6% | -127.0% | +12.6% |
| 1Y | +44.2% | +249.2% | -205.0% | +28.7% |
| 3Y | +65.8% | +445.9% | -380.1% | +41.0% |
| 5Y | +108.0% | +477.7% | -369.8% | +71.1% |
| All | +108.0% | +472.4% | -364.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling