+103.4%
AMGN vs IAG
+820.9%
-717.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.4% |
| 7D | -13.7% | -1.1% | -12.6% | -13.6% |
| 30D | -8.8% | +12.1% | -20.9% | -9.3% |
| 3M | +7.2% | +25.5% | -18.3% | +6.0% |
| 6M | +1.3% | -7.1% | +8.4% | +1.1% |
| YTD | +17.6% | +22.9% | -5.2% | +16.0% |
| 1Y | +37.2% | +83.3% | -46.2% | +33.2% |
| 3Y | +57.7% | +808.5% | -750.8% | +42.7% |
| All | +103.4% | +820.9% | -717.5% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling