+354.8%
AMGN vs P
+504.9%
-150.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.2% | +0.6% |
| 7D | 0.0% | -9.6% | +9.6% | +0.5% |
| 30D | +12.1% | -33.4% | +45.6% | +15.0% |
| 3M | +13.9% | +14.2% | -0.3% | +11.8% |
| 6M | +42.1% | +31.6% | +10.6% | +37.2% |
| YTD | +45.0% | +53.5% | -8.4% | +37.7% |
| 1Y | +49.3% | +14.2% | +35.1% | +44.3% |
| 3Y | +92.8% | +190.5% | -97.8% | +64.3% |
| 5Y | +156.7% | +256.3% | -99.6% | +109.1% |
| 10Y | +328.1% | +707.9% | -379.7% | +200.5% |
| All | +354.8% | +504.9% | -150.1% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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