+65.7%
AMGN vs W
+21.5%
+44.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.0% | -7.3% | +3.2% |
| 7D | +5.9% | +8.4% | -2.5% | +5.5% |
| 30D | +18.7% | +16.5% | +2.2% | +17.9% |
| 3M | +23.4% | +6.4% | +17.0% | +22.8% |
| 6M | +49.7% | +90.5% | -40.8% | +46.0% |
| YTD | +49.2% | +23.1% | +26.1% | +43.8% |
| 1Y | +65.7% | +24.3% | +41.5% | +59.4% |
| All | +65.7% | +21.5% | +44.3% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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