+508.4%
F vs AMGN
+67,134.3%
-66,625.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +2.6% | +11.5% | -8.8% | +0.1% |
| 3M | -8.8% | +14.4% | -23.2% | -11.8% |
| 6M | +4.6% | +40.9% | -36.3% | -3.6% |
| YTD | -1.9% | +43.5% | -45.4% | -10.2% |
| 1Y | -0.8% | +49.9% | -50.7% | -10.1% |
| 3Y | +43.5% | +84.6% | -41.2% | +22.9% |
| 5Y | -12.1% | +151.6% | -163.7% | -30.0% |
| 10Y | +83.6% | +358.2% | -274.6% | +27.0% |
| All | +508.4% | +67,134.3% | -66,625.9% | +56.9% |
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