+41.1%
AMGN vs Z
-64.6%
+105.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -2.1% |
| 7D | -13.9% | -11.6% | -2.3% | -13.5% |
| 30D | -7.1% | -8.5% | +1.3% | -6.7% |
| 3M | +13.9% | -7.9% | +21.8% | +14.4% |
| 6M | +3.2% | -29.1% | +32.3% | +3.4% |
| YTD | +19.2% | -54.2% | +73.4% | +20.2% |
| 1Y | +41.1% | -63.5% | +104.7% | +38.3% |
| All | +41.1% | -64.6% | +105.7% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling