+615.0%
F vs AMGN
+63,747.9%
-63,132.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +5.3% | +1.1% | +4.2% | +5.1% |
| 30D | +4.6% | +7.8% | -3.2% | +2.8% |
| 3M | -3.7% | +27.3% | -30.9% | -9.0% |
| 6M | +16.8% | +16.8% | 0.0% | +12.5% |
| YTD | +15.3% | +36.3% | -21.0% | +7.0% |
| 1Y | +31.0% | +60.4% | -29.4% | +17.0% |
| 3Y | +45.4% | +86.3% | -40.9% | +24.5% |
| 5Y | +54.7% | +125.7% | -71.0% | +26.4% |
| 10Y | +98.2% | +247.0% | -148.8% | +45.4% |
| All | +615.0% | +63,747.9% | -63,132.9% | +87.0% |
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