+67.1%
AMGN vs MAGS
+190.0%
-122.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.4% |
| 7D | -13.7% | +0.6% | -14.3% | -13.8% |
| 30D | -8.8% | +3.2% | -12.0% | -9.1% |
| 3M | +7.2% | +7.7% | -0.5% | +6.3% |
| 6M | +1.3% | +12.5% | -11.2% | -0.3% |
| YTD | +17.6% | +6.0% | +11.7% | +16.6% |
| 1Y | +37.2% | +14.4% | +22.8% | +34.7% |
| 3Y | +57.7% | +127.5% | -69.8% | +37.0% |
| All | +67.1% | +190.0% | -122.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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