+52,596.3%
AMGN vs NYT
+758.3%
+51,837.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -13.7% | -0.6% | -13.1% | -13.6% |
| 30D | -8.8% | +4.6% | -13.4% | -9.5% |
| 3M | +7.2% | -9.6% | +16.8% | +8.6% |
| 6M | +1.3% | -14.0% | +15.3% | +3.3% |
| YTD | +17.6% | -2.8% | +20.5% | +17.2% |
| 1Y | +37.2% | +15.6% | +21.6% | +32.4% |
| 3Y | +57.7% | +56.3% | +1.4% | +42.8% |
| 5Y | +106.3% | +39.5% | +66.7% | +86.5% |
| 10Y | +205.3% | +488.0% | -282.7% | +105.8% |
| All | +52,596.3% | +758.3% | +51,837.9% | +29,681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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