+160.1%
AMGN vs EAT
+363.9%
-203.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.1% | -4.0% | +5.1% | +1.4% |
| 30D | +9.3% | -2.9% | +12.2% | +9.4% |
| 3M | +12.1% | -16.9% | +29.0% | +13.4% |
| 6M | +40.3% | +57.0% | -16.7% | +35.9% |
| YTD | +45.2% | +38.2% | +7.0% | +41.5% |
| 1Y | +42.4% | +69.3% | -26.8% | +37.0% |
| 3Y | +91.0% | +483.0% | -391.9% | +67.9% |
| All | +160.1% | +363.9% | -203.8% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling