+160.1%
AMGN vs O
+7.0%
+153.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | +9.3% | +7.1% | +2.2% | +6.4% |
| 3M | +12.1% | -5.2% | +17.3% | +14.4% |
| 6M | +40.3% | -1.8% | +42.0% | +41.2% |
| YTD | +45.2% | +9.1% | +36.1% | +40.4% |
| 1Y | +42.4% | +9.7% | +32.8% | +37.4% |
| 3Y | +91.0% | +39.1% | +51.9% | +68.9% |
| All | +160.1% | +7.0% | +153.1% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling