+458.9%
GS vs AMGN
+320.4%
+138.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -0.1% | -2.2% | +2.0% | +0.7% |
| 30D | +3.7% | +12.1% | -8.4% | -0.5% |
| 3M | -10.0% | +13.6% | -23.6% | -14.4% |
| 6M | -1.0% | +43.9% | -44.9% | -14.4% |
| YTD | +7.0% | +45.9% | -39.0% | -8.6% |
| 1Y | +16.6% | +42.1% | -25.5% | +0.5% |
| 3Y | +204.4% | +91.6% | +112.8% | +124.9% |
| 5Y | +160.0% | +158.5% | +1.5% | +63.6% |
| 10Y | +458.9% | +323.2% | +135.7% | +190.4% |
| All | +458.9% | +320.4% | +138.5% | +190.4% |
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