+59.9%
AMGN vs MAGS
+126.1%
-66.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -13.9% | -1.8% | -12.1% | -13.7% |
| 30D | -7.1% | +1.1% | -8.2% | -7.2% |
| 3M | +13.9% | +7.7% | +6.2% | +12.9% |
| 6M | +3.2% | +11.7% | -8.5% | +1.7% |
| YTD | +19.2% | +4.9% | +14.4% | +18.2% |
| 1Y | +41.1% | +14.3% | +26.8% | +38.5% |
| All | +59.9% | +126.1% | -66.2% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling