+16.7%
BABA vs AMGN
+211.5%
-194.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | +2.2% |
| 7D | -0.2% | -10.3% | +10.1% | +2.5% |
| 30D | -12.3% | -3.8% | -8.5% | -11.7% |
| 3M | -5.3% | +14.4% | -19.7% | -9.3% |
| 6M | -13.1% | +7.8% | -20.9% | -15.5% |
| YTD | -22.4% | +22.6% | -45.0% | -27.5% |
| 1Y | -19.5% | +44.2% | -63.7% | -28.8% |
| 3Y | +32.9% | +65.8% | -32.9% | +10.3% |
| 5Y | -29.9% | +108.0% | -137.8% | -47.0% |
| 10Y | +16.7% | +209.9% | -193.1% | -21.5% |
| All | +16.7% | +211.5% | -194.8% | -21.5% |
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