+899.2%
AMGN vs QLD
+9,036.4%
-8,137.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +7.8% | -0.1% | +8.0% | +7.7% |
| 3M | +27.3% | -8.4% | +35.6% | +28.9% |
| 6M | +16.8% | +32.2% | -15.4% | +5.7% |
| YTD | +36.3% | +28.9% | +7.4% | +23.9% |
| 1Y | +60.4% | +43.8% | +16.6% | +40.4% |
| 3Y | +86.3% | +176.6% | -90.3% | +26.8% |
| 5Y | +125.7% | +121.6% | +4.1% | +51.0% |
| 10Y | +247.0% | +1,652.9% | -1,405.9% | -2.5% |
| All | +899.2% | +9,036.4% | -8,137.2% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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