+326.9%
AMGN vs Z
-19.3%
+346.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | +1.5% | -4.9% | +6.4% | +1.9% |
| 30D | +13.1% | +3.0% | +10.2% | +12.8% |
| 3M | +12.9% | -13.4% | +26.3% | +14.0% |
| 6M | +40.8% | -27.3% | +68.1% | +43.8% |
| YTD | +45.6% | -57.8% | +103.4% | +54.6% |
| 1Y | +42.7% | -60.0% | +102.8% | +52.1% |
| 3Y | +91.2% | -21.5% | +112.7% | +90.5% |
| 5Y | +158.1% | -55.0% | +213.1% | +162.8% |
| All | +326.9% | -19.3% | +346.2% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling