+110.9%
MO vs AMGN
+206.2%
-95.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +0.1% | -13.7% | +13.8% | +3.6% |
| 30D | +7.1% | -8.8% | +15.9% | +9.3% |
| 3M | -2.0% | +7.2% | -9.2% | -3.9% |
| 6M | +7.3% | +1.3% | +6.0% | +6.4% |
| YTD | +23.5% | +17.6% | +5.8% | +17.7% |
| 1Y | +11.0% | +37.2% | -26.2% | +1.5% |
| 3Y | +95.0% | +57.7% | +37.3% | +68.5% |
| 5Y | +100.6% | +106.3% | -5.6% | +59.1% |
| All | +110.9% | +206.2% | -95.3% | +62.2% |
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 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