+142.9%
HOOD vs AMGN
+125.5%
+17.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -3.2% | -2.2% | -1.1% | -3.0% |
| 30D | -22.6% | +12.1% | -34.7% | -23.4% |
| 3M | -10.4% | +13.6% | -24.0% | -11.4% |
| 6M | +4.7% | +43.9% | -39.2% | +1.7% |
| YTD | -25.2% | +45.9% | -71.2% | -27.2% |
| 1Y | -35.9% | +42.1% | -78.0% | -37.5% |
| 3Y | +927.7% | +91.6% | +836.1% | +917.9% |
| 5Y | +147.5% | +158.5% | -11.0% | +211.6% |
| All | +142.9% | +125.5% | +17.5% | +61.9% |
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