+10,358.9%
AMGN vs AZO
+41,812.3%
-31,453.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -13.9% | -2.9% | -11.0% | -13.2% |
| 30D | -7.1% | -5.3% | -1.8% | -5.9% |
| 3M | +13.9% | -7.3% | +21.3% | +15.9% |
| 6M | +3.2% | -22.7% | +25.9% | +9.6% |
| YTD | +19.2% | -15.0% | +34.3% | +23.5% |
| 1Y | +41.1% | -32.2% | +73.4% | +54.2% |
| 3Y | +61.3% | +10.0% | +51.3% | +54.9% |
| 5Y | +109.1% | +85.8% | +23.2% | +74.1% |
| 10Y | +209.4% | +298.9% | -89.4% | +106.3% |
| All | +10,358.9% | +41,812.3% | -31,453.4% | +1,807.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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