+37.2%
AMGN vs EAT
+37.8%
-0.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -13.7% | -7.7% | -6.0% | -13.0% |
| 30D | -8.8% | -13.6% | +4.8% | -7.7% |
| 3M | +7.2% | +33.9% | -26.7% | +4.7% |
| 6M | +1.3% | +47.2% | -45.9% | -1.6% |
| YTD | +17.6% | +48.1% | -30.4% | +14.4% |
| 1Y | +37.2% | +33.7% | +3.5% | +32.9% |
| All | +37.2% | +37.8% | -0.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling