+142.4%
GILD vs AME
+89.9%
+52.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.6% |
| 7D | -4.8% | +1.7% | -6.6% | -5.3% |
| 30D | +5.8% | -6.4% | +12.2% | +7.6% |
| 3M | +14.9% | +7.1% | +7.8% | +12.4% |
| 6M | -0.4% | +8.2% | -8.5% | -3.0% |
| YTD | +18.5% | +18.2% | +0.4% | +12.6% |
| 1Y | +25.1% | +26.7% | -1.6% | +16.4% |
| 3Y | +105.9% | +60.7% | +45.2% | +74.1% |
| All | +142.4% | +89.9% | +52.6% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling