-35.9%
BABA vs AMGN
+49.1%
-85.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -3.7% |
| 7D | +3.8% | 0.0% | +3.9% | +3.8% |
| 30D | -5.4% | +12.1% | -17.5% | -5.5% |
| 3M | -17.9% | +13.9% | -31.8% | -18.2% |
| 6M | -24.1% | +42.1% | -66.2% | -24.1% |
| YTD | -27.4% | +45.0% | -72.5% | -24.6% |
| All | -35.9% | +49.1% | -85.0% | -32.6% |
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