+274.6%
AMGN vs HWM
+1,330.2%
-1,055.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -11.6% | -8.0% | -3.6% | -10.4% |
| 30D | -5.7% | -18.0% | +12.3% | -2.8% |
| 3M | +14.2% | -9.5% | +23.7% | +15.8% |
| 6M | +5.2% | -8.4% | +13.6% | +6.2% |
| YTD | +22.0% | +13.6% | +8.4% | +19.2% |
| 1Y | +43.6% | +30.2% | +13.4% | +37.4% |
| 3Y | +65.0% | +392.2% | -327.2% | +26.1% |
| 5Y | +112.0% | +645.2% | -533.1% | +49.8% |
| All | +274.6% | +1,330.2% | -1,055.7% | +115.1% |
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