+54,805.5%
AMGN vs GWW
+14,103.4%
+40,702.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.7% | -7.4% | -9.4% |
| 7D | -10.3% | -1.5% | -8.7% | -9.8% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +14.4% | -1.0% | +15.4% | +14.5% |
| 6M | +7.8% | +16.3% | -8.5% | +3.2% |
| YTD | +22.6% | +28.5% | -5.9% | +14.0% |
| 1Y | +44.2% | +30.3% | +13.9% | +33.5% |
| 3Y | +65.8% | +91.6% | -25.8% | +36.7% |
| 5Y | +108.0% | +224.0% | -116.0% | +45.4% |
| 10Y | +209.9% | +551.3% | -341.4% | +70.1% |
| All | +54,805.5% | +14,103.4% | +40,702.1% | +10,431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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