+65.8%
AMGN vs BIL
+14.1%
+51.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | 0.0% | -10.1% | -10.1% |
| 7D | -10.3% | +0.1% | -10.3% | -10.2% |
| 30D | -3.8% | +0.3% | -4.1% | -3.5% |
| 3M | +14.4% | +0.9% | +13.5% | +15.4% |
| 6M | +7.8% | +1.8% | +6.0% | +9.4% |
| YTD | +22.6% | +2.5% | +20.1% | +24.9% |
| 1Y | +44.2% | +3.7% | +40.5% | +48.6% |
| 3Y | +65.8% | +14.1% | +51.7% | +105.0% |
| All | +65.8% | +14.1% | +51.7% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling