+12,125.2%
AMGN vs LNG
+1,116.8%
+11,008.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -13.9% | -4.5% | -9.4% | -13.8% |
| 30D | -7.1% | +4.7% | -11.8% | -7.2% |
| 3M | +13.9% | +15.1% | -1.2% | +13.5% |
| 6M | +3.2% | +13.6% | -10.3% | +2.9% |
| YTD | +19.2% | +44.0% | -24.7% | +18.1% |
| 1Y | +41.1% | +18.4% | +22.8% | +40.4% |
| 3Y | +61.3% | +75.9% | -14.6% | +58.7% |
| 5Y | +109.1% | +231.7% | -122.6% | +102.1% |
| 10Y | +209.4% | +549.0% | -339.5% | +193.2% |
| All | +12,125.2% | +1,116.8% | +11,008.4% | +10,584.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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