+13,503.3%
GOOGL vs AMGN
+930.4%
+12,572.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.0% | +3.5% |
| 7D | +1.1% | -10.3% | +11.3% | +4.7% |
| 30D | -4.4% | -3.8% | -0.7% | -3.5% |
| 3M | -6.8% | +14.4% | -21.2% | -11.9% |
| 6M | +13.6% | +7.8% | +5.7% | +9.6% |
| YTD | +8.3% | +22.6% | -14.3% | -0.7% |
| 1Y | +44.9% | +44.2% | +0.7% | +24.8% |
| 3Y | +150.5% | +65.8% | +84.7% | +98.0% |
| 5Y | +137.7% | +108.0% | +29.7% | +69.9% |
| 10Y | +750.9% | +209.9% | +541.1% | +408.6% |
| All | +13,503.3% | +930.4% | +12,572.9% | +5,374.5% |
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