+55.2%
HYG vs AMGN
+206.2%
-151.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.7% | -13.7% | +13.0% | +0.9% |
| 30D | -0.7% | -8.8% | +8.1% | +0.2% |
| 3M | -0.2% | +7.2% | -7.4% | -1.2% |
| 6M | +1.4% | +1.3% | +0.2% | +1.0% |
| YTD | +1.5% | +17.6% | -16.2% | -1.0% |
| 1Y | +2.9% | +37.2% | -34.3% | -1.6% |
| 3Y | +25.6% | +57.7% | -32.1% | +16.6% |
| 5Y | +18.6% | +106.3% | -87.7% | +5.3% |
| All | +55.2% | +206.2% | -151.0% | +32.9% |
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