+65.7%
AMGN vs EWT
+54.0%
+11.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +5.9% | -10.9% | +16.8% | +6.5% |
| 30D | +18.7% | -17.7% | +36.5% | +20.0% |
| 3M | +23.4% | -5.0% | +28.4% | +23.5% |
| 6M | +49.7% | +7.4% | +42.4% | +44.5% |
| YTD | +49.2% | +52.8% | -3.6% | +33.8% |
| 1Y | +65.7% | +55.2% | +10.6% | +48.6% |
| All | +65.7% | +54.0% | +11.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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