+23.9%
BABA vs AMGN
+352.9%
-329.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +11.6% | -1.2% | +12.8% | +12.0% |
| 30D | +2.3% | +11.5% | -9.2% | -1.0% |
| 3M | -13.7% | +14.4% | -28.1% | -17.5% |
| 6M | -21.9% | +40.9% | -62.8% | -30.3% |
| YTD | -24.6% | +43.5% | -68.2% | -33.4% |
| 1Y | -34.1% | +49.9% | -84.0% | -42.8% |
| 3Y | +36.3% | +84.6% | -48.4% | +7.9% |
| 5Y | -26.7% | +151.6% | -178.4% | -49.1% |
| 10Y | +19.2% | +358.2% | -339.0% | -37.8% |
| All | +23.9% | +352.9% | -329.1% | -36.7% |
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 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