+1,704.0%
GS vs AMGN
+2,159.5%
-455.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.7% |
| 30D | -2.4% | +11.5% | -13.9% | -6.2% |
| 3M | -15.7% | +14.4% | -30.1% | -20.2% |
| 6M | -6.8% | +40.9% | -47.7% | -18.6% |
| YTD | -0.1% | +43.5% | -43.6% | -13.9% |
| 1Y | +12.1% | +49.9% | -37.8% | -5.1% |
| 3Y | +185.8% | +84.6% | +101.2% | +118.8% |
| 5Y | +140.1% | +151.6% | -11.5% | +61.4% |
| 10Y | +505.2% | +358.2% | +147.0% | +218.9% |
| All | +1,704.0% | +2,159.5% | -455.5% | +408.6% |
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