+63.6%
AMGN vs Z
-37.2%
+100.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -11.6% | -7.1% | -4.6% | -10.9% |
| 30D | -5.7% | -4.8% | -0.9% | -5.2% |
| 3M | +14.2% | -9.3% | +23.6% | +15.2% |
| 6M | +5.2% | -29.0% | +34.2% | +8.4% |
| YTD | +22.0% | -52.9% | +74.9% | +31.5% |
| 1Y | +43.6% | -63.1% | +106.8% | +59.3% |
| All | +63.6% | -37.2% | +100.8% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling