+47.7%
AMGN vs PL
+8.6%
+39.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.5% | -13.5% | +1.1% |
| 7D | 0.0% | +10.9% | -10.9% | 0.0% |
| 30D | +12.1% | -16.4% | +28.5% | +12.0% |
| 3M | +13.9% | -39.9% | +53.8% | +13.5% |
| 6M | +42.1% | -63.2% | +105.3% | +41.4% |
| YTD | +45.0% | -27.1% | +72.2% | +44.8% |
| All | +47.7% | +8.6% | +39.1% | +47.3% |
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