+966.7%
AMGN vs ASX
+3,544.9%
-2,578.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | -0.2% |
| 7D | -2.2% | +0.8% | -3.0% | -2.6% |
| 30D | +12.1% | -20.4% | +32.5% | +14.4% |
| 3M | +13.6% | -2.1% | +15.8% | +12.7% |
| 6M | +43.9% | +8.2% | +35.7% | +39.1% |
| YTD | +45.9% | +137.3% | -91.3% | +26.7% |
| 1Y | +42.1% | +155.0% | -112.9% | +22.2% |
| 3Y | +91.6% | +397.9% | -306.3% | +47.9% |
| 5Y | +158.5% | +529.2% | -370.7% | +89.7% |
| 10Y | +323.2% | +1,007.5% | -684.3% | +176.1% |
| All | +966.7% | +3,544.9% | -2,578.2% | +440.0% |
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