+65.7%
AMGN vs VWO
+5.9%
+59.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.3% |
| 7D | +5.9% | -1.3% | +7.2% | +6.2% |
| 30D | +18.7% | -7.1% | +25.9% | +21.0% |
| 3M | +23.4% | -6.1% | +29.5% | +25.4% |
| 6M | +49.7% | -3.9% | +53.6% | +50.0% |
| YTD | +49.2% | +5.0% | +44.2% | +42.9% |
| 1Y | +65.7% | +6.0% | +59.8% | +58.4% |
| All | +65.7% | +5.9% | +59.8% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling