+209.9%
AMGN vs RF
+334.9%
-125.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.2% | -8.9% | -9.9% |
| 7D | -10.3% | +2.7% | -12.9% | -10.7% |
| 30D | -3.8% | -3.4% | -0.4% | -3.1% |
| 3M | +14.4% | +6.4% | +8.0% | +13.0% |
| 6M | +7.8% | +13.4% | -5.6% | +5.1% |
| YTD | +22.6% | +14.2% | +8.3% | +19.1% |
| 1Y | +44.2% | +15.7% | +28.5% | +39.6% |
| 3Y | +65.8% | +91.3% | -25.5% | +43.5% |
| 5Y | +108.0% | +89.8% | +18.2% | +76.5% |
| 10Y | +209.9% | +336.7% | -126.8% | +85.1% |
| All | +209.9% | +334.9% | -125.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling