+103.4%
AMGN vs GM
+78.3%
+25.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -13.7% | -2.4% | -11.3% | -13.4% |
| 30D | -8.8% | -1.1% | -7.7% | -8.7% |
| 3M | +7.2% | +6.1% | +1.1% | +6.4% |
| 6M | +1.3% | +15.0% | -13.7% | -0.5% |
| YTD | +17.6% | +6.0% | +11.7% | +16.5% |
| 1Y | +37.2% | +47.1% | -9.9% | +30.8% |
| 3Y | +57.7% | +170.5% | -112.8% | +40.8% |
| All | +103.4% | +78.3% | +25.2% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling