+54,805.5%
AMGN vs LOW
+34,691.1%
+20,114.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.8% | -8.3% | -9.6% |
| 7D | -10.3% | +0.4% | -10.6% | -10.3% |
| 30D | -3.8% | -10.1% | +6.3% | -1.3% |
| 3M | +14.4% | -2.9% | +17.2% | +15.1% |
| 6M | +7.8% | -19.4% | +27.2% | +13.4% |
| YTD | +22.6% | -15.4% | +38.0% | +27.1% |
| 1Y | +44.2% | -24.9% | +69.2% | +53.6% |
| 3Y | +65.8% | -7.8% | +73.6% | +66.8% |
| 5Y | +108.0% | +8.4% | +99.6% | +98.0% |
| 10Y | +209.9% | +226.8% | -16.9% | +117.7% |
| All | +54,805.5% | +34,691.1% | +20,114.4% | +14,801.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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