+33.5%
AMGN vs IRE
-84.0%
+117.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -0.5% |
| 7D | -11.6% | +29.0% | -40.7% | -11.5% |
| 30D | -5.7% | +24.2% | -29.9% | -5.5% |
| 3M | +14.2% | -53.2% | +67.4% | +14.5% |
| 6M | +5.2% | -36.0% | +41.2% | +5.8% |
| YTD | +22.0% | -51.0% | +73.0% | +20.5% |
| All | +33.5% | -84.0% | +117.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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