+2,064.0%
GS vs AMGN
+2,045.7%
+18.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.6% |
| 7D | +0.9% | +1.1% | -0.2% | +0.5% |
| 30D | -1.6% | +7.8% | -9.4% | -4.3% |
| 3M | -4.5% | +27.3% | -31.7% | -13.0% |
| 6M | +20.9% | +16.8% | +4.0% | +13.5% |
| YTD | +19.9% | +36.3% | -16.4% | +5.7% |
| 1Y | +41.4% | +60.4% | -19.0% | +16.8% |
| 3Y | +239.2% | +86.3% | +152.8% | +159.4% |
| 5Y | +185.0% | +125.7% | +59.4% | +100.2% |
| 10Y | +655.0% | +247.0% | +407.9% | +340.4% |
| All | +2,064.0% | +2,045.7% | +18.4% | +524.3% |
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