+35.8%
ARM vs AMGN
+41.6%
-5.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | +9.1% | +1.1% | +8.0% | +9.0% |
| 30D | -19.9% | +9.3% | -29.2% | -20.6% |
| 3M | -31.6% | +12.1% | -43.7% | -33.3% |
| 6M | -13.9% | +40.3% | -54.1% | -24.0% |
| YTD | +74.3% | +45.2% | +29.1% | +58.1% |
| 1Y | +35.8% | +42.4% | -6.6% | +23.7% |
| All | +35.8% | +41.6% | -5.8% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling