+84.6%
AMGN vs PAAS
+182.2%
-97.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.1% |
| 7D | -1.2% | +8.4% | -9.6% | -1.7% |
| 30D | +11.5% | -7.2% | +18.6% | +11.8% |
| 3M | +14.4% | -14.0% | +28.4% | +15.2% |
| 6M | +40.9% | -26.8% | +67.7% | +42.8% |
| YTD | +43.5% | -19.8% | +63.3% | +44.4% |
| 1Y | +49.9% | +22.8% | +27.1% | +47.5% |
| 3Y | +84.6% | +183.6% | -99.0% | +67.9% |
| All | +84.6% | +182.2% | -97.5% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling