+3,195.2%
AMGN vs AU
+751.1%
+2,444.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.0% | -2.0% |
| 7D | -13.9% | -7.0% | -6.9% | -13.6% |
| 30D | -7.1% | +7.3% | -14.4% | -7.5% |
| 3M | +13.9% | +33.2% | -19.3% | +12.2% |
| 6M | +3.2% | -0.6% | +3.9% | +2.9% |
| YTD | +19.2% | +26.2% | -6.9% | +17.3% |
| 1Y | +41.1% | +68.3% | -27.1% | +36.9% |
| 3Y | +61.3% | +592.1% | -530.8% | +45.9% |
| 5Y | +109.1% | +685.3% | -576.2% | +86.8% |
| 10Y | +209.4% | +682.5% | -473.1% | +171.3% |
| All | +3,195.2% | +751.1% | +2,444.1% | +2,792.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling