+64,196.9%
AMGN vs RF
+1,423.8%
+62,773.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +11.5% | +6.0% | +5.4% | +10.5% |
| 3M | +14.4% | -8.9% | +23.3% | +16.0% |
| 6M | +40.9% | +2.3% | +38.6% | +40.3% |
| YTD | +43.5% | +7.6% | +36.0% | +41.6% |
| 1Y | +49.9% | +21.2% | +28.8% | +45.2% |
| 3Y | +84.6% | +108.5% | -23.9% | +62.9% |
| 5Y | +151.6% | +43.2% | +108.4% | +131.3% |
| 10Y | +358.2% | +288.1% | +70.1% | +245.5% |
| All | +64,196.9% | +1,423.8% | +62,773.0% | +24,176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling