+103.4%
AMGN vs VGT
+136.3%
-32.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -13.7% | -0.2% | -13.5% | -13.7% |
| 30D | -8.8% | -0.4% | -8.4% | -8.8% |
| 3M | +7.2% | +4.4% | +2.8% | +6.2% |
| 6M | +1.3% | +32.1% | -30.8% | -4.4% |
| YTD | +17.6% | +28.8% | -11.1% | +11.5% |
| 1Y | +37.2% | +35.3% | +1.8% | +28.6% |
| 3Y | +57.7% | +124.8% | -67.0% | +32.1% |
| All | +103.4% | +136.3% | -32.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 5y: compounded portfolio wealth divided by compounded VGT 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…
5y analysis · Full analysis span regression · 6 months rolling