+60.4%
AMGN vs PAAS
+54.7%
+5.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | +7.8% | +6.8% | +1.0% | +7.2% |
| 3M | +27.3% | -2.9% | +30.1% | +26.9% |
| 6M | +16.8% | -16.4% | +33.3% | +17.1% |
| YTD | +36.3% | 0.0% | +36.3% | +35.6% |
| 1Y | +60.4% | +54.3% | +6.1% | +47.5% |
| All | +60.4% | +54.7% | +5.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling