+318.5%
AMGN vs HWM
+1,494.1%
-1,175.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | -2.1% | +3.2% | +1.4% |
| 30D | +7.8% | -11.0% | +18.8% | +9.6% |
| 3M | +27.3% | +4.0% | +23.2% | +26.2% |
| 6M | +16.8% | -0.2% | +17.1% | +16.4% |
| YTD | +36.3% | +26.7% | +9.7% | +30.9% |
| 1Y | +60.4% | +44.7% | +15.7% | +50.9% |
| 3Y | +86.3% | +426.1% | -339.8% | +40.9% |
| 5Y | +125.7% | +738.5% | -612.8% | +56.5% |
| All | +318.5% | +1,494.1% | -1,175.5% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling