+189.5%
LQD vs AMGN
+1,250.5%
-1,061.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | -11.6% | +11.6% | +0.3% |
| 30D | -0.2% | -5.7% | +5.5% | 0.0% |
| 3M | -1.7% | +14.2% | -15.9% | -2.1% |
| 6M | -2.7% | +5.2% | -7.9% | -2.9% |
| YTD | -1.4% | +22.0% | -23.4% | -2.1% |
| 1Y | -1.0% | +43.6% | -44.6% | -2.2% |
| 3Y | +15.1% | +65.0% | -49.9% | +13.1% |
| 5Y | -5.2% | +112.0% | -117.2% | -7.4% |
| 10Y | +23.3% | +216.6% | -193.2% | +19.3% |
| All | +189.5% | +1,250.5% | -1,061.0% | +178.1% |
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