+82.4%
AMGN vs PL
+81.7%
+0.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.7% | -8.4% | -10.0% |
| 7D | -10.3% | -7.5% | -2.7% | -10.1% |
| 30D | -3.8% | -25.6% | +21.8% | -3.2% |
| 3M | +14.4% | -45.6% | +60.0% | +15.7% |
| 6M | +7.8% | -29.5% | +37.4% | +7.9% |
| YTD | +22.6% | -9.7% | +32.3% | +21.7% |
| 1Y | +44.2% | +84.4% | -40.2% | +40.3% |
| 3Y | +65.8% | +550.0% | -484.2% | +51.4% |
| 5Y | +108.0% | +79.0% | +29.0% | +96.4% |
| All | +82.4% | +81.7% | +0.7% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling