+1,091.0%
BAC vs AMGN
+67,836.7%
-66,745.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.0% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -6.9% | +12.1% | -19.1% | -10.1% |
| 3M | -19.6% | +13.9% | -33.4% | -23.0% |
| 6M | -0.5% | +42.1% | -42.6% | -10.9% |
| YTD | -6.6% | +45.0% | -51.7% | -17.3% |
| 1Y | -3.0% | +49.3% | -52.3% | -14.9% |
| 3Y | +97.3% | +92.8% | +4.5% | +57.2% |
| 5Y | +21.9% | +156.7% | -134.9% | -11.7% |
| 10Y | +251.7% | +328.1% | -76.5% | +118.4% |
| All | +1,091.0% | +67,836.7% | -66,745.6% | +81.9% |
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