+328.1%
AMGN vs FIX
+4,032.2%
-3,704.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +0.1% |
| 7D | 0.0% | -7.2% | +7.2% | +0.4% |
| 30D | +12.1% | -35.1% | +47.3% | +16.5% |
| 3M | +13.9% | -34.3% | +48.1% | +17.8% |
| 6M | +42.1% | -42.9% | +85.1% | +48.5% |
| YTD | +45.0% | +19.5% | +25.6% | +37.5% |
| 1Y | +49.3% | +16.8% | +32.5% | +41.6% |
| 3Y | +92.8% | +506.7% | -413.9% | +35.8% |
| 5Y | +156.7% | +1,046.7% | -890.0% | +56.4% |
| 10Y | +328.1% | +3,800.0% | -3,471.8% | +95.8% |
| All | +328.1% | +4,032.2% | -3,704.1% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling