+5,019.3%
AMGN vs PLD
+1,708.5%
+3,310.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | +7.8% | -2.4% | +10.3% | +8.4% |
| 3M | +27.3% | -3.8% | +31.0% | +28.2% |
| 6M | +16.8% | 0.0% | +16.8% | +16.7% |
| YTD | +36.3% | +9.2% | +27.1% | +33.5% |
| 1Y | +60.4% | +25.9% | +34.5% | +52.2% |
| 3Y | +86.3% | +21.3% | +65.0% | +76.4% |
| 5Y | +125.7% | +14.1% | +111.5% | +113.1% |
| 10Y | +247.0% | +237.9% | +9.2% | +158.0% |
| All | +5,019.3% | +1,708.5% | +3,310.7% | +1,839.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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