+160.1%
AMGN vs RF
+47.5%
+112.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.8% |
| 30D | +9.3% | +7.3% | +2.0% | +7.9% |
| 3M | +12.1% | -7.9% | +20.0% | +13.7% |
| 6M | +40.3% | +10.5% | +29.7% | +37.6% |
| YTD | +45.2% | +9.6% | +35.5% | +42.4% |
| 1Y | +42.4% | +20.3% | +22.1% | +37.4% |
| 3Y | +91.0% | +119.5% | -28.5% | +65.4% |
| All | +160.1% | +47.5% | +112.7% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling