+174.6%
ARM vs AMGN
+94.6%
+80.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | -1.2% | -14.0% | -14.9% |
| 30D | -40.7% | +11.5% | -52.1% | -42.3% |
| 3M | -39.1% | +14.4% | -53.5% | -41.7% |
| 6M | -26.4% | +40.9% | -67.3% | -34.7% |
| YTD | +59.7% | +43.5% | +16.2% | +41.7% |
| 1Y | +10.3% | +49.9% | -39.6% | -3.7% |
| 3Y | +228.9% | +84.6% | +144.2% | +165.2% |
| All | +174.6% | +94.6% | +80.0% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling