+81.0%
F vs AMGN
+327.2%
-246.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +2.9% | +12.1% | -9.3% | -1.3% |
| 3M | -9.5% | +13.9% | -23.3% | -13.9% |
| 6M | +4.0% | +42.1% | -38.1% | -9.0% |
| YTD | -1.3% | +45.0% | -46.3% | -14.6% |
| 1Y | -1.9% | +49.3% | -51.3% | -16.2% |
| 3Y | +53.5% | +92.8% | -39.3% | +16.6% |
| 5Y | -15.1% | +156.7% | -171.9% | -43.0% |
| 10Y | +81.0% | +328.1% | -247.2% | +1.2% |
| All | +81.0% | +327.2% | -246.2% | +1.2% |
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 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