+43.6%
AMGN vs PAAS
+48.5%
-4.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | -11.6% | +2.6% | -14.3% | -11.8% |
| 30D | -5.7% | +2.5% | -8.1% | -6.0% |
| 3M | +14.2% | +15.1% | -0.9% | +12.8% |
| 6M | +5.2% | -12.1% | +17.2% | +5.2% |
| YTD | +22.0% | +3.1% | +18.9% | +21.0% |
| 1Y | +43.6% | +50.8% | -7.2% | +33.6% |
| All | +43.6% | +48.5% | -4.9% | +33.6% |
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