+37.2%
AMGN vs MAR
+28.2%
+9.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -13.7% | -0.5% | -13.2% | -13.5% |
| 30D | -8.8% | -5.4% | -3.4% | -7.2% |
| 3M | +7.2% | -15.5% | +22.7% | +12.5% |
| 6M | +1.3% | +3.0% | -1.7% | +0.5% |
| YTD | +17.6% | +8.5% | +9.1% | +13.1% |
| 1Y | +37.2% | +26.0% | +11.2% | +26.4% |
| All | +37.2% | +28.2% | +9.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling