+963.2%
AMGN vs GM
+223.0%
+740.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -11.6% | -1.1% | -10.5% | -11.4% |
| 30D | -5.7% | -4.6% | -1.1% | -4.8% |
| 3M | +14.2% | +0.2% | +14.0% | +14.0% |
| 6M | +5.2% | +12.6% | -7.4% | +2.5% |
| YTD | +22.0% | +3.7% | +18.3% | +20.5% |
| 1Y | +43.6% | +45.6% | -2.0% | +32.4% |
| 3Y | +65.0% | +162.0% | -97.0% | +32.9% |
| 5Y | +112.0% | +80.5% | +31.6% | +78.2% |
| 10Y | +216.6% | +231.3% | -14.8% | +111.3% |
| All | +963.2% | +223.0% | +740.1% | +588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling