+7,320.7%
AMGN vs M
+396.5%
+6,924.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.1% | -1.9% |
| 7D | +1.1% | +4.7% | -3.6% | +0.4% |
| 30D | +7.8% | -9.6% | +17.5% | +9.4% |
| 3M | +27.3% | +0.9% | +26.4% | +26.7% |
| 6M | +16.8% | +22.3% | -5.4% | +12.9% |
| YTD | +36.3% | +6.5% | +29.8% | +34.1% |
| 1Y | +60.4% | +38.8% | +21.7% | +51.5% |
| 3Y | +86.3% | +115.9% | -29.6% | +59.2% |
| 5Y | +125.7% | +28.6% | +97.0% | +96.2% |
| 10Y | +247.0% | -2.5% | +249.6% | +177.0% |
| All | +7,320.7% | +396.5% | +6,924.2% | +3,303.5% |
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