+216.6%
AMGN vs M
-7.1%
+223.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | -11.6% | -4.1% | -7.6% | -11.4% |
| 30D | -5.7% | -13.6% | +7.9% | -4.7% |
| 3M | +14.2% | -2.3% | +16.5% | +14.3% |
| 6M | +5.2% | +21.9% | -16.7% | +3.5% |
| YTD | +22.0% | -0.6% | +22.6% | +21.6% |
| 1Y | +43.6% | +29.7% | +13.9% | +40.5% |
| 3Y | +65.0% | +107.3% | -42.3% | +54.0% |
| 5Y | +112.0% | +20.5% | +91.6% | +100.1% |
| 10Y | +216.6% | -6.1% | +222.6% | +176.0% |
| All | +216.6% | -7.1% | +223.7% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling