+28.2%
BABA vs AMGN
+330.1%
-302.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -4.8% | +1.1% | -5.9% | -5.1% |
| 30D | -11.9% | +7.8% | -19.7% | -14.0% |
| 3M | -9.3% | +27.3% | -36.5% | -16.1% |
| 6M | -14.2% | +16.8% | -31.1% | -18.6% |
| YTD | -22.0% | +36.3% | -58.4% | -29.8% |
| 1Y | -12.7% | +60.4% | -73.1% | -25.9% |
| 3Y | +26.7% | +86.3% | -59.7% | -0.2% |
| 5Y | -29.3% | +125.7% | -155.0% | -48.9% |
| 10Y | +21.2% | +247.0% | -225.8% | -29.3% |
| All | +28.2% | +330.1% | -302.0% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling