+54,805.5%
AMGN vs ROST
+69,765.8%
-14,960.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -10.0% |
| 7D | -10.3% | 0.0% | -10.3% | -10.3% |
| 30D | -3.8% | -10.2% | +6.4% | -2.1% |
| 3M | +14.4% | +1.0% | +13.4% | +14.1% |
| 6M | +7.8% | +8.7% | -0.9% | +6.2% |
| YTD | +22.6% | +27.8% | -5.2% | +17.4% |
| 1Y | +44.2% | +52.7% | -8.4% | +34.1% |
| 3Y | +65.8% | +97.5% | -31.7% | +46.9% |
| 5Y | +108.0% | +111.6% | -3.6% | +78.8% |
| 10Y | +209.9% | +302.2% | -92.3% | +132.7% |
| All | +54,805.5% | +69,765.8% | -14,960.3% | +20,486.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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