+875.3%
AMGN vs IAG
+303.8%
+571.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | +1.1% | -7.7% | +8.8% | +1.4% |
| 30D | +9.3% | +1.6% | +7.7% | +9.1% |
| 3M | +12.1% | -2.4% | +14.5% | +12.0% |
| 6M | +40.3% | -7.8% | +48.1% | +40.2% |
| YTD | +45.2% | +5.0% | +40.1% | +44.1% |
| 1Y | +42.4% | +25.7% | +16.7% | +40.4% |
| 3Y | +91.0% | +694.5% | -603.5% | +74.6% |
| 5Y | +157.4% | +421.7% | -264.3% | +135.5% |
| 10Y | +321.0% | +382.5% | -61.4% | +276.6% |
| All | +875.3% | +303.8% | +571.5% | +709.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling