+245.4%
AMGN vs Z
+25.1%
+220.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.4% |
| 7D | +1.1% | -3.0% | +4.1% | +1.3% |
| 30D | +7.8% | -4.2% | +12.0% | +8.1% |
| 3M | +27.3% | -3.7% | +31.0% | +27.4% |
| 6M | +16.8% | -24.5% | +41.3% | +19.0% |
| YTD | +36.3% | -49.3% | +85.6% | +43.1% |
| 1Y | +60.4% | -58.7% | +119.1% | +70.9% |
| 3Y | +86.3% | -34.1% | +120.5% | +88.0% |
| 5Y | +125.7% | -64.5% | +190.2% | +133.5% |
| 10Y | +247.0% | -0.5% | +247.5% | +196.6% |
| All | +245.4% | +25.1% | +220.3% | +176.3% |
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 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