-58.7%
MARA vs AMGN
+64.6%
-123.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.7% | -7.8% | -4.2% |
| 7D | -6.5% | +5.9% | -12.4% | -6.9% |
| 30D | -38.5% | +18.7% | -57.2% | -39.4% |
| 3M | -41.5% | +23.4% | -64.9% | -43.7% |
| 6M | -41.9% | +49.7% | -91.7% | -48.0% |
| YTD | -23.5% | +49.2% | -72.7% | -26.8% |
| 1Y | -58.7% | +65.7% | -124.4% | -62.1% |
| All | -58.7% | +64.6% | -123.3% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling