-68.0%
MARA vs AMGN
+106.4%
-174.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.0% |
| 7D | -1.5% | -13.9% | +12.4% | +5.4% |
| 30D | +18.1% | -7.1% | +25.2% | +21.3% |
| 3M | -9.4% | +13.9% | -23.3% | -17.7% |
| 6M | +33.4% | +3.2% | +30.1% | +28.0% |
| YTD | +27.3% | +19.2% | +8.0% | +12.3% |
| 1Y | -27.9% | +41.1% | -69.1% | -43.0% |
| 3Y | +4.8% | +61.3% | -56.5% | -27.5% |
| 5Y | -68.0% | +109.1% | -177.1% | -83.2% |
| All | -68.0% | +106.4% | -174.4% | -83.2% |
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