+179.3%
HOOD vs AMGN
+107.3%
+71.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +7.7% | -11.6% | +19.4% | +10.7% |
| 30D | +22.0% | -5.7% | +27.6% | +23.6% |
| 3M | +37.6% | +14.2% | +23.4% | +33.8% |
| 6M | +45.3% | +5.2% | +40.1% | +43.8% |
| YTD | +1.9% | +22.0% | -20.1% | -2.6% |
| 1Y | -2.7% | +43.6% | -46.3% | -10.4% |
| 3Y | +973.4% | +65.0% | +908.4% | +859.1% |
| 5Y | +179.3% | +112.0% | +67.2% | +118.7% |
| All | +179.3% | +107.3% | +71.9% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling