+92.0%
AMGN vs PL
+560.8%
-468.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.2% | +13.4% | -15.5% | -2.4% |
| 30D | +12.1% | -10.2% | +22.3% | +12.2% |
| 3M | +13.6% | -39.5% | +53.1% | +14.6% |
| 6M | +43.9% | -65.7% | +109.7% | +46.5% |
| YTD | +45.9% | -27.3% | +73.2% | +45.0% |
| 1Y | +42.1% | +15.0% | +27.2% | +39.0% |
| All | +92.0% | +560.8% | -468.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling