+31.9%
DIS vs AMGN
+319.8%
-287.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +9.2% | +9.3% | -0.1% | +6.2% |
| 3M | +13.5% | +12.1% | +1.4% | +9.2% |
| 6M | +14.3% | +40.3% | -26.0% | +2.3% |
| YTD | +5.4% | +45.2% | -39.8% | -7.0% |
| 1Y | +12.2% | +42.4% | -30.3% | -0.5% |
| 3Y | +37.2% | +91.0% | -53.8% | +7.8% |
| 5Y | -23.1% | +157.4% | -180.5% | -46.9% |
| All | +31.9% | +319.8% | -287.9% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling