+160.1%
AMGN vs WM
+61.9%
+98.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.1% | +3.2% | -2.1% | +0.3% |
| 30D | +9.3% | +13.0% | -3.7% | +5.6% |
| 3M | +12.1% | +9.2% | +2.9% | +9.3% |
| 6M | +40.3% | +13.6% | +26.6% | +35.1% |
| YTD | +45.2% | +12.4% | +32.8% | +39.9% |
| 1Y | +42.4% | +21.2% | +21.2% | +34.3% |
| 3Y | +91.0% | +48.7% | +42.4% | +70.3% |
| All | +160.1% | +61.9% | +98.3% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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