+375.1%
META vs AMGN
+211.5%
+163.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.5% | +2.6% |
| 7D | +6.0% | -10.3% | +16.3% | +9.4% |
| 30D | +3.6% | -3.8% | +7.4% | +4.5% |
| 3M | +4.9% | +14.4% | -9.5% | -0.4% |
| 6M | -4.7% | +7.8% | -12.5% | -7.8% |
| YTD | -6.9% | +22.6% | -29.5% | -14.2% |
| 1Y | -18.2% | +44.2% | -62.4% | -29.3% |
| 3Y | +107.8% | +65.8% | +41.9% | +63.5% |
| 5Y | +63.9% | +108.0% | -44.1% | +14.7% |
| 10Y | +375.1% | +209.9% | +165.2% | +181.8% |
| All | +375.1% | +211.5% | +163.6% | +181.8% |
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 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