+199.6%
AMGN vs BAH
+207.1%
-7.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.8% | -7.1% | -3.4% |
| 7D | -13.9% | +2.4% | -16.3% | -14.4% |
| 30D | -7.1% | -2.9% | -4.2% | -6.6% |
| 3M | +13.9% | -1.3% | +15.2% | +13.8% |
| 6M | +3.2% | -0.9% | +4.1% | +2.4% |
| YTD | +19.2% | -8.2% | +27.5% | +19.3% |
| 1Y | +41.1% | -24.0% | +65.1% | +47.8% |
| 3Y | +61.3% | -28.1% | +89.4% | +64.1% |
| 5Y | +109.1% | +2.5% | +106.6% | +83.8% |
| All | +199.6% | +207.1% | -7.5% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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