+1,070.2%
AMGN vs MET
+1,381.0%
-310.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.1% | +4.5% | -3.3% | +0.1% |
| 30D | +9.3% | +3.5% | +5.7% | +8.4% |
| 3M | +12.1% | +5.9% | +6.2% | +10.5% |
| 6M | +40.3% | +33.1% | +7.2% | +31.0% |
| YTD | +45.2% | +33.6% | +11.6% | +35.1% |
| 1Y | +42.4% | +32.7% | +9.8% | +32.7% |
| 3Y | +91.0% | +85.0% | +6.0% | +62.7% |
| 5Y | +157.4% | +85.6% | +71.8% | +116.1% |
| 10Y | +321.0% | +198.8% | +122.2% | +201.6% |
| All | +1,070.2% | +1,381.0% | -310.8% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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