-2.4%
BAC vs AMGN
+42.1%
-44.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | -6.4% | +13.1% | -19.5% | -7.3% |
| 3M | -21.7% | +12.9% | -34.5% | -22.4% |
| 6M | +0.5% | +40.8% | -40.3% | -3.9% |
| YTD | -6.7% | +45.6% | -52.3% | -10.9% |
| All | -2.4% | +42.1% | -44.5% | -6.2% |
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 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