+39.0%
AMGN vs IAG
+84.7%
-45.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -2.0% |
| 7D | -13.9% | -4.1% | -9.8% | -13.5% |
| 30D | -7.1% | +10.6% | -17.8% | -8.0% |
| 3M | +13.9% | +35.4% | -21.5% | +10.5% |
| 6M | +3.2% | -9.5% | +12.8% | +3.2% |
| YTD | +19.2% | +21.8% | -2.6% | +15.0% |
| All | +39.0% | +84.7% | -45.6% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling