+59.9%
AMGN vs O
+26.9%
+33.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | -13.9% | -3.5% | -10.4% | -12.5% |
| 30D | -7.1% | -3.3% | -3.8% | -5.7% |
| 3M | +13.9% | -2.8% | +16.8% | +15.4% |
| 6M | +3.2% | -5.8% | +9.0% | +5.9% |
| YTD | +19.2% | +9.4% | +9.9% | +14.7% |
| 1Y | +41.1% | +5.7% | +35.5% | +37.7% |
| All | +59.9% | +26.9% | +33.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling