+123.6%
HOOD vs AMGN
+124.3%
-0.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -3.8% | +1.1% | -4.9% | -3.9% |
| 30D | -23.0% | +9.3% | -32.3% | -23.6% |
| 3M | -21.6% | +12.1% | -33.7% | -22.4% |
| 6M | +1.4% | +40.3% | -38.8% | -1.2% |
| YTD | -31.2% | +45.2% | -76.3% | -33.0% |
| 1Y | -35.9% | +42.4% | -78.4% | -37.5% |
| 3Y | +836.9% | +91.0% | +745.9% | +829.1% |
| 5Y | +121.1% | +157.4% | -36.2% | +179.1% |
| All | +123.6% | +124.3% | -0.7% | +49.2% |
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