+1,628.0%
DIS vs AMGN
+67,134.3%
-65,506.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -1.2% | +6.4% | +5.5% |
| 30D | +11.5% | +11.5% | 0.0% | +8.6% |
| 3M | +11.5% | +14.4% | -2.9% | +7.7% |
| 6M | +8.9% | +40.9% | -32.1% | -0.1% |
| YTD | +3.4% | +43.5% | -40.1% | -5.8% |
| 1Y | +7.2% | +49.9% | -42.7% | -3.4% |
| 3Y | +43.3% | +84.6% | -41.3% | +21.0% |
| 5Y | -31.4% | +151.6% | -183.1% | -46.7% |
| 10Y | +37.1% | +358.2% | -321.1% | -8.7% |
| All | +1,628.0% | +67,134.3% | -65,506.2% | +241.5% |
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