+59.9%
AMGN vs VUG
+84.5%
-24.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -13.9% | -1.9% | -12.0% | -13.5% |
| 30D | -7.1% | -1.6% | -5.6% | -6.8% |
| 3M | +13.9% | +4.4% | +9.5% | +12.5% |
| 6M | +3.2% | +13.2% | -10.0% | -0.5% |
| YTD | +19.2% | +7.5% | +11.7% | +16.4% |
| 1Y | +41.1% | +12.5% | +28.7% | +36.1% |
| All | +59.9% | +84.5% | -24.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling