+931.3%
AMGN vs BND
+76.6%
+854.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -10.3% | +0.1% | -10.4% | -10.3% |
| 30D | -3.8% | -0.4% | -3.4% | -3.7% |
| 3M | +14.4% | -0.2% | +14.6% | +14.4% |
| 6M | +7.8% | -1.2% | +9.0% | +7.9% |
| YTD | +22.6% | -0.3% | +22.9% | +22.6% |
| 1Y | +44.2% | +0.4% | +43.8% | +44.2% |
| 3Y | +65.8% | +13.4% | +52.4% | +65.8% |
| 5Y | +108.0% | -1.5% | +109.5% | +100.6% |
| 10Y | +209.9% | +15.5% | +194.4% | +220.4% |
| All | +931.3% | +76.6% | +854.7% | +1,100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling