+65.8%
AMGN vs M
+120.4%
-54.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.6% | -7.5% | -9.8% |
| 7D | -10.3% | +2.4% | -12.6% | -10.4% |
| 30D | -3.8% | -11.6% | +7.8% | -2.6% |
| 3M | +14.4% | +1.6% | +12.8% | +14.0% |
| 6M | +7.8% | +25.2% | -17.4% | +5.3% |
| YTD | +22.6% | +3.8% | +18.8% | +21.6% |
| 1Y | +44.2% | +36.3% | +7.9% | +39.3% |
| 3Y | +65.8% | +116.3% | -50.5% | +51.6% |
| All | +65.8% | +120.4% | -54.6% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling