+60,958.4%
AMGN vs GAP
+2,258.2%
+58,700.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | +1.1% | -4.5% | +5.6% | +1.8% |
| 30D | +7.8% | +9.0% | -1.2% | +6.2% |
| 3M | +27.3% | +5.0% | +22.3% | +25.9% |
| 6M | +16.8% | -17.8% | +34.6% | +19.1% |
| YTD | +36.3% | -10.4% | +46.7% | +36.9% |
| 1Y | +60.4% | -3.4% | +63.8% | +58.7% |
| 3Y | +86.3% | +111.5% | -25.1% | +54.4% |
| 5Y | +125.7% | +8.8% | +116.8% | +98.0% |
| 10Y | +247.0% | +32.9% | +214.1% | +158.8% |
| All | +60,958.4% | +2,258.2% | +58,700.2% | +16,899.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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