+154.9%
AMGN vs ASX
+497.4%
-342.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.2% |
| 7D | +0.9% | -9.1% | +10.0% | +1.2% |
| 30D | +12.1% | -23.6% | +35.7% | +13.3% |
| 3M | +12.2% | -5.6% | +17.8% | +11.9% |
| 6M | +42.1% | +4.7% | +37.4% | +39.4% |
| YTD | +45.0% | +122.6% | -77.5% | +33.1% |
| 1Y | +47.7% | +133.0% | -85.3% | +35.0% |
| 3Y | +90.4% | +367.1% | -276.7% | +61.7% |
| 5Y | +154.9% | +504.7% | -349.8% | +113.4% |
| All | +154.9% | +497.4% | -342.5% | +113.4% |
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