+60,958.4%
AMGN vs RF
+1,537.4%
+59,421.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +7.8% | -3.6% | +11.4% | +8.4% |
| 3M | +27.3% | +8.1% | +19.2% | +25.7% |
| 6M | +16.8% | +11.5% | +5.4% | +14.8% |
| YTD | +36.3% | +15.6% | +20.7% | +33.0% |
| 1Y | +60.4% | +15.7% | +44.7% | +56.3% |
| 3Y | +86.3% | +86.9% | -0.5% | +66.8% |
| 5Y | +125.7% | +89.8% | +35.8% | +98.5% |
| 10Y | +247.0% | +344.7% | -97.7% | +156.4% |
| All | +60,958.4% | +1,537.4% | +59,421.0% | +22,700.3% |
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