+323.2%
AMGN vs USB
+84.9%
+238.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.2% | -0.5% | -1.6% | -2.0% |
| 30D | +12.1% | +5.7% | +6.4% | +10.6% |
| 3M | +13.6% | -4.7% | +18.3% | +14.9% |
| 6M | +43.9% | +13.4% | +30.5% | +39.1% |
| YTD | +45.9% | +17.0% | +28.9% | +39.7% |
| 1Y | +42.1% | +32.4% | +9.8% | +31.8% |
| 3Y | +91.6% | +101.7% | -10.1% | +57.4% |
| 5Y | +158.5% | +24.4% | +134.1% | +136.5% |
| 10Y | +323.2% | +83.6% | +239.6% | +267.0% |
| All | +323.2% | +84.9% | +238.4% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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