+7,578.4%
AMGN vs PAAS
+937.7%
+6,640.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.2% |
| 7D | +0.9% | +4.2% | -3.3% | +0.7% |
| 30D | +12.1% | -13.8% | +25.9% | +12.6% |
| 3M | +12.2% | -22.7% | +34.9% | +13.0% |
| 6M | +42.1% | -32.1% | +74.2% | +43.6% |
| YTD | +45.0% | -22.3% | +67.3% | +45.6% |
| 1Y | +47.7% | +7.7% | +40.1% | +46.8% |
| 3Y | +90.4% | +214.0% | -123.6% | +82.0% |
| 5Y | +154.9% | +63.2% | +91.7% | +146.9% |
| 10Y | +313.6% | +185.5% | +128.1% | +289.6% |
| All | +7,578.4% | +937.7% | +6,640.7% | +7,127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling