+267.9%
AMGN vs Z
+7.8%
+260.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +9.3% | +5.2% | +4.1% | +8.7% |
| 3M | +12.1% | -17.0% | +29.1% | +13.6% |
| 6M | +40.3% | -22.7% | +62.9% | +42.6% |
| YTD | +45.2% | -56.3% | +101.5% | +54.0% |
| 1Y | +42.4% | -57.7% | +100.1% | +51.4% |
| 3Y | +91.0% | -16.5% | +107.6% | +89.3% |
| 5Y | +157.4% | -53.4% | +210.8% | +161.3% |
| 10Y | +321.0% | -15.9% | +336.9% | +264.8% |
| All | +267.9% | +7.8% | +260.1% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling