+195.5%
AMGN vs AU
+699.0%
-503.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -13.7% | -4.3% | -9.4% | -13.5% |
| 30D | -8.8% | +7.3% | -16.1% | -9.2% |
| 3M | +7.2% | +26.3% | -19.1% | +5.7% |
| 6M | +1.3% | +1.8% | -0.5% | +0.7% |
| YTD | +17.6% | +26.8% | -9.2% | +15.5% |
| 1Y | +37.2% | +66.7% | -29.5% | +32.8% |
| 3Y | +57.7% | +579.1% | -521.3% | +42.4% |
| 5Y | +106.3% | +689.3% | -583.1% | +84.6% |
| All | +195.5% | +699.0% | -503.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling