+1,244.2%
EWY vs AMGN
+852.1%
+392.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.1% | +10.6% | +4.1% |
| 7D | +8.0% | -10.3% | +18.3% | +11.9% |
| 30D | +14.3% | -3.8% | +18.1% | +15.4% |
| 3M | +2.3% | +14.4% | -12.1% | -3.3% |
| 6M | +49.9% | +7.8% | +42.0% | +44.4% |
| YTD | +95.3% | +22.6% | +72.8% | +79.4% |
| 1Y | +161.7% | +44.2% | +117.5% | +125.7% |
| 3Y | +230.2% | +65.8% | +164.4% | +164.7% |
| 5Y | +148.1% | +108.0% | +40.2% | +80.6% |
| 10Y | +293.2% | +209.9% | +83.3% | +139.0% |
| All | +1,244.2% | +852.1% | +392.1% | +386.8% |
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 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