+1,088.1%
AMGN vs BAH
+886.2%
+201.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +1.1% | -3.2% | +4.4% | +1.9% |
| 30D | +7.8% | +2.0% | +5.8% | +7.3% |
| 3M | +27.3% | -7.6% | +34.9% | +29.1% |
| 6M | +16.8% | -5.7% | +22.5% | +17.2% |
| YTD | +36.3% | -11.7% | +48.0% | +37.7% |
| 1Y | +60.4% | -27.4% | +87.8% | +69.7% |
| 3Y | +86.3% | -32.5% | +118.9% | +94.2% |
| 5Y | +125.7% | -3.3% | +129.0% | +107.9% |
| 10Y | +247.0% | +186.0% | +61.0% | +136.9% |
| All | +1,088.1% | +886.2% | +201.9% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling