+5,397.9%
ANET vs AMGN
+355.0%
+5,042.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.3% |
| 7D | -1.3% | -13.9% | +12.6% | +3.4% |
| 30D | -4.5% | -7.1% | +2.7% | -2.6% |
| 3M | +24.5% | +13.9% | +10.6% | +18.1% |
| 6M | +35.4% | +3.2% | +32.1% | +32.5% |
| YTD | +44.2% | +19.2% | +25.0% | +33.6% |
| 1Y | +25.4% | +41.1% | -15.7% | +8.4% |
| 3Y | +284.8% | +61.3% | +223.5% | +200.5% |
| 5Y | +761.7% | +109.1% | +652.6% | +479.4% |
| 10Y | +3,691.2% | +209.4% | +3,481.7% | +1,926.3% |
| All | +5,397.9% | +355.0% | +5,042.9% | +1,876.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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