+108.0%
AMGN vs HWM
+655.8%
-547.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -10.7% | +0.6% | -8.6% |
| 7D | -10.3% | -9.2% | -1.1% | -8.9% |
| 30D | -3.8% | -17.9% | +14.1% | -1.2% |
| 3M | +14.4% | -6.0% | +20.4% | +15.3% |
| 6M | +7.8% | -7.4% | +15.2% | +8.7% |
| YTD | +22.6% | +13.1% | +9.5% | +20.6% |
| 1Y | +44.2% | +29.3% | +14.9% | +39.6% |
| 3Y | +65.8% | +389.9% | -324.1% | +30.3% |
| 5Y | +108.0% | +655.5% | -547.6% | +51.3% |
| All | +108.0% | +655.8% | -547.8% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling