+896.4%
AMGN vs ASX
+3,515.0%
-2,618.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +7.8% | +2.0% | +5.9% | +7.4% |
| 3M | +27.3% | -1.3% | +28.6% | +26.1% |
| 6M | +16.8% | +71.4% | -54.6% | +7.2% |
| YTD | +36.3% | +135.3% | -99.0% | +19.7% |
| 1Y | +60.4% | +267.5% | -207.1% | +32.3% |
| 3Y | +86.3% | +388.5% | -302.1% | +45.5% |
| 5Y | +125.7% | +417.1% | -291.4% | +71.4% |
| 10Y | +247.0% | +872.7% | -625.7% | +132.4% |
| All | +896.4% | +3,515.0% | -2,618.7% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling