+784.2%
AMGN vs EWT
+590.1%
+194.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -9.9% |
| 7D | -10.3% | +1.6% | -11.9% | -10.7% |
| 30D | -3.8% | +8.2% | -12.0% | -6.1% |
| 3M | +14.4% | +11.1% | +3.3% | +9.9% |
| 6M | +7.8% | +60.4% | -52.6% | -8.3% |
| YTD | +22.6% | +75.6% | -53.0% | +1.2% |
| 1Y | +44.2% | +91.3% | -47.1% | +15.6% |
| 3Y | +65.8% | +200.3% | -134.5% | +13.4% |
| 5Y | +108.0% | +156.4% | -48.4% | +48.0% |
| 10Y | +209.9% | +495.8% | -285.9% | +66.1% |
| All | +784.2% | +590.1% | +194.1% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling