+195.5%
AMGN vs GM
+240.0%
-44.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -13.7% | -2.4% | -11.3% | -13.3% |
| 30D | -8.8% | -1.1% | -7.7% | -8.6% |
| 3M | +7.2% | +6.1% | +1.1% | +6.1% |
| 6M | +1.3% | +15.0% | -13.7% | -1.2% |
| YTD | +17.6% | +6.0% | +11.7% | +16.1% |
| 1Y | +37.2% | +47.1% | -9.9% | +28.1% |
| 3Y | +57.7% | +170.5% | -112.8% | +31.5% |
| 5Y | +106.3% | +80.5% | +25.8% | +79.1% |
| All | +195.5% | +240.0% | -44.5% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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