+90.9%
AMGN vs Z
-20.4%
+111.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.6% |
| 7D | +0.9% | -6.5% | +7.3% | +1.6% |
| 30D | +12.1% | -0.1% | +12.2% | +12.1% |
| 3M | +12.2% | -14.1% | +26.3% | +13.7% |
| 6M | +42.1% | -30.1% | +72.2% | +46.5% |
| YTD | +45.0% | -57.5% | +102.6% | +57.0% |
| 1Y | +47.7% | -60.3% | +108.1% | +61.0% |
| All | +90.9% | -20.4% | +111.2% | +84.9% |
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 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