+448.7%
AXP vs AMGN
+350.1%
+98.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +1.0% |
| 30D | +5.8% | +11.5% | -5.6% | +1.6% |
| 3M | -6.0% | +14.4% | -20.4% | -11.1% |
| 6M | +0.3% | +40.9% | -40.6% | -12.9% |
| YTD | -12.3% | +43.5% | -55.8% | -25.0% |
| 1Y | -11.2% | +49.9% | -61.2% | -25.5% |
| 3Y | +117.0% | +84.6% | +32.4% | +61.9% |
| 5Y | +93.2% | +151.6% | -58.5% | +22.2% |
| All | +448.7% | +350.1% | +98.6% | +179.7% |
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 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