-90.1%
MARA vs AMGN
+722.9%
-813.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -10.1% | +14.7% | +9.5% |
| 7D | +15.6% | -10.3% | +25.9% | +21.2% |
| 30D | +17.2% | -3.8% | +21.0% | +18.4% |
| 3M | -14.2% | +14.4% | -28.5% | -21.1% |
| 6M | +47.7% | +7.8% | +39.9% | +39.7% |
| YTD | +31.7% | +22.6% | +9.2% | +16.2% |
| 1Y | -22.2% | +44.2% | -66.4% | -37.2% |
| 3Y | +8.4% | +65.8% | -57.4% | -20.0% |
| 5Y | -68.3% | +108.0% | -176.3% | -79.2% |
| 10Y | -74.9% | +209.9% | -284.7% | -86.9% |
| All | -90.1% | +722.9% | -813.0% | -97.8% |
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