+79.5%
AMGN vs AUR
-36.7%
+116.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.2% |
| 7D | -13.9% | +0.2% | -14.0% | -13.9% |
| 30D | -7.1% | -8.9% | +1.8% | -7.0% |
| 3M | +13.9% | +4.6% | +9.3% | +13.5% |
| 6M | +3.2% | +44.9% | -41.6% | +1.6% |
| YTD | +19.2% | +64.8% | -45.6% | +16.8% |
| 1Y | +41.1% | +16.4% | +24.8% | +39.4% |
| 3Y | +61.3% | +85.1% | -23.8% | +53.8% |
| 5Y | +109.1% | -36.1% | +145.2% | +101.1% |
| All | +79.5% | -36.7% | +116.2% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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