+326.9%
AMGN vs HWM
+1,503.5%
-1,176.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.5% | +11.1% | -9.7% | -0.1% |
| 30D | +13.1% | +3.0% | +10.2% | +12.3% |
| 3M | +12.9% | -20.7% | +33.6% | +16.5% |
| 6M | +40.8% | -17.2% | +57.9% | +44.1% |
| YTD | +45.6% | +9.1% | +36.6% | +42.8% |
| 1Y | +42.7% | +9.0% | +33.7% | +39.9% |
| 3Y | +91.2% | +353.8% | -262.7% | +47.8% |
| 5Y | +158.1% | +608.0% | -449.9% | +84.0% |
| All | +326.9% | +1,503.5% | -1,176.6% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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