+52,596.3%
AMGN vs LUMN
+156.1%
+52,440.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -13.7% | +2.5% | -16.2% | -13.9% |
| 30D | -8.8% | +10.3% | -19.1% | -10.0% |
| 3M | +7.2% | -18.3% | +25.5% | +9.2% |
| 6M | +1.3% | +4.4% | -3.1% | -0.8% |
| YTD | +17.6% | -10.7% | +28.3% | +16.0% |
| 1Y | +37.2% | +14.0% | +23.2% | +29.0% |
| 3Y | +57.7% | +406.6% | -348.8% | -4.4% |
| 5Y | +106.3% | -36.8% | +143.1% | +84.2% |
| 10Y | +205.3% | -56.2% | +261.5% | +169.3% |
| All | +52,596.3% | +156.1% | +52,440.1% | +25,859.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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