+199.6%
ARM vs AMGN
+96.8%
+102.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +9.1% | +1.1% | +8.0% | +8.8% |
| 30D | -19.9% | +9.3% | -29.2% | -21.6% |
| 3M | -31.6% | +12.1% | -43.7% | -34.1% |
| 6M | -13.9% | +40.3% | -54.1% | -23.4% |
| YTD | +74.3% | +45.2% | +29.1% | +54.2% |
| 1Y | +35.8% | +42.4% | -6.6% | +20.7% |
| 3Y | +268.6% | +91.0% | +177.6% | +194.2% |
| All | +199.6% | +96.8% | +102.8% | +139.8% |
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