+199.6%
AMGN vs O
+54.2%
+145.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -13.9% | -3.5% | -10.4% | -13.1% |
| 30D | -7.1% | -3.3% | -3.8% | -6.3% |
| 3M | +13.9% | -2.8% | +16.8% | +14.8% |
| 6M | +3.2% | -5.8% | +9.0% | +4.8% |
| YTD | +19.2% | +9.4% | +9.9% | +16.5% |
| 1Y | +41.1% | +5.7% | +35.5% | +39.1% |
| 3Y | +61.3% | +27.2% | +34.1% | +51.3% |
| 5Y | +109.1% | +17.2% | +91.9% | +98.7% |
| All | +199.6% | +54.2% | +145.3% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling