+3,708.3%
AMGN vs EWJ
+155.8%
+3,552.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.3% | -9.8% | -9.9% |
| 7D | -10.3% | +2.9% | -13.1% | -11.3% |
| 30D | -3.8% | +1.1% | -4.9% | -4.3% |
| 3M | +14.4% | +7.1% | +7.3% | +10.7% |
| 6M | +7.8% | +16.2% | -8.4% | +0.7% |
| YTD | +22.6% | +22.0% | +0.6% | +11.9% |
| 1Y | +44.2% | +26.2% | +18.0% | +29.6% |
| 3Y | +65.8% | +73.5% | -7.7% | +28.9% |
| 5Y | +108.0% | +52.7% | +55.3% | +69.0% |
| 10Y | +209.9% | +138.5% | +71.4% | +108.4% |
| All | +3,708.3% | +155.8% | +3,552.5% | +1,988.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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