+103.4%
AMGN vs BND
-2.6%
+106.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -1.0% | -12.7% | -13.0% |
| 30D | -8.8% | -1.1% | -7.7% | -8.0% |
| 3M | +7.2% | -1.9% | +9.1% | +8.8% |
| 6M | +1.3% | -1.6% | +2.9% | +2.6% |
| YTD | +17.6% | -1.2% | +18.9% | +18.9% |
| 1Y | +37.2% | -0.7% | +37.9% | +38.2% |
| 3Y | +57.7% | +12.5% | +45.2% | +47.3% |
| All | +103.4% | -2.6% | +106.1% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 5y: compounded portfolio wealth divided by compounded BND 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…
5y analysis · Full analysis span regression · 6 months rolling