+1,593.8%
META vs AMGN
+865.6%
+728.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +0.9% | +2.4% | +3.0% |
| 30D | -10.8% | +12.1% | -22.9% | -14.3% |
| 3M | +7.9% | +12.2% | -4.3% | +3.1% |
| 6M | +5.4% | +42.1% | -36.8% | -7.8% |
| YTD | -2.6% | +45.0% | -47.6% | -16.0% |
| 1Y | +1.9% | +47.7% | -45.9% | -13.0% |
| 3Y | +97.0% | +90.4% | +6.5% | +46.9% |
| 5Y | +97.6% | +154.9% | -57.3% | +28.1% |
| 10Y | +436.0% | +313.6% | +122.4% | +177.8% |
| All | +1,593.8% | +865.6% | +728.1% | +520.2% |
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 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