+474.5%
AMGN vs USFR
+28.6%
+445.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.1% | +0.1% | +1.1% | +1.1% |
| 30D | +9.3% | +0.4% | +8.9% | +9.1% |
| 3M | +12.1% | +1.1% | +11.0% | +11.6% |
| 6M | +40.3% | +2.0% | +38.2% | +39.1% |
| YTD | +45.2% | +3.5% | +41.7% | +43.1% |
| 1Y | +42.4% | +4.1% | +38.3% | +40.0% |
| 3Y | +91.0% | +14.4% | +76.7% | +80.4% |
| 5Y | +157.4% | +21.4% | +136.0% | +136.9% |
| 10Y | +321.0% | +28.6% | +292.5% | +279.4% |
| All | +474.5% | +28.6% | +445.9% | +432.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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