+39.7%
AMGN vs MULL
+2,481.0%
-2,441.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -10.0% |
| 7D | -10.3% | +14.0% | -24.2% | -10.4% |
| 30D | -3.8% | +24.8% | -28.6% | -4.1% |
| 3M | +14.4% | -16.1% | +30.5% | +13.7% |
| 6M | +7.8% | +330.9% | -323.1% | +1.6% |
| YTD | +22.6% | +545.0% | -522.4% | +13.3% |
| 1Y | +44.2% | +2,427.1% | -2,382.9% | +26.9% |
| All | +39.7% | +2,481.0% | -2,441.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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