+41.3%
AMGN vs PL
+8.1%
+33.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.9% | +5.6% | -4.8% | +0.8% |
| 30D | +12.1% | -16.9% | +29.1% | +12.1% |
| 3M | +12.2% | -38.2% | +50.4% | +12.0% |
| 6M | +42.1% | -63.4% | +105.6% | +41.9% |
| YTD | +45.0% | -27.6% | +72.7% | +43.6% |
| All | +41.3% | +8.1% | +33.2% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling