+7,795.9%
AMGN vs M
+442.1%
+7,353.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | -0.1% |
| 7D | 0.0% | +2.5% | -2.6% | -0.5% |
| 30D | +12.1% | +10.1% | +2.1% | +10.5% |
| 3M | +13.9% | -0.9% | +14.8% | +13.8% |
| 6M | +42.1% | +30.2% | +12.0% | +36.2% |
| YTD | +45.0% | +16.3% | +28.8% | +40.7% |
| 1Y | +49.3% | +27.0% | +22.4% | +42.8% |
| 3Y | +92.8% | +154.5% | -61.7% | +60.9% |
| 5Y | +156.7% | -1.1% | +157.8% | +134.4% |
| 10Y | +328.1% | +0.5% | +327.6% | +241.4% |
| All | +7,795.9% | +442.1% | +7,353.8% | +3,471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling