+37.2%
AMGN vs WY
-9.1%
+46.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -13.7% | -4.2% | -9.5% | -13.1% |
| 30D | -8.8% | -10.1% | +1.3% | -7.6% |
| 3M | +7.2% | -8.5% | +15.7% | +8.4% |
| 6M | +1.3% | -3.3% | +4.6% | +2.8% |
| YTD | +17.6% | -4.4% | +22.0% | +19.6% |
| 1Y | +37.2% | -11.5% | +48.7% | +43.4% |
| All | +37.2% | -9.1% | +46.2% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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