+60,958.4%
AMGN vs MAS
+1,430.5%
+59,527.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.9% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | +7.8% | -5.6% | +13.4% | +9.0% |
| 3M | +27.3% | +4.4% | +22.8% | +25.7% |
| 6M | +16.8% | +7.2% | +9.6% | +14.5% |
| YTD | +36.3% | +16.1% | +20.2% | +31.1% |
| 1Y | +60.4% | +0.1% | +60.3% | +58.8% |
| 3Y | +86.3% | +28.3% | +58.0% | +73.5% |
| 5Y | +125.7% | +30.5% | +95.2% | +105.6% |
| 10Y | +247.0% | +139.1% | +107.9% | +173.4% |
| All | +60,958.4% | +1,430.5% | +59,527.9% | +28,325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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