+103.4%
AMGN vs AU
+686.2%
-582.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -13.7% | -4.3% | -9.4% | -13.4% |
| 30D | -8.8% | +7.3% | -16.1% | -9.4% |
| 3M | +7.2% | +26.3% | -19.1% | +4.8% |
| 6M | +1.3% | +1.8% | -0.5% | +0.4% |
| YTD | +17.6% | +26.8% | -9.2% | +14.2% |
| 1Y | +37.2% | +66.7% | -29.5% | +30.0% |
| 3Y | +57.7% | +579.1% | -521.3% | +31.7% |
| All | +103.4% | +686.2% | -582.8% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling