+11.0%
MO vs AMGN
+39.2%
-28.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +0.1% | -13.7% | +13.8% | +1.6% |
| 30D | +7.1% | -8.8% | +15.9% | +8.1% |
| 3M | -2.0% | +7.2% | -9.2% | -2.7% |
| 6M | +7.3% | +1.3% | +6.0% | +6.6% |
| YTD | +23.5% | +17.6% | +5.8% | +22.0% |
| 1Y | +11.0% | +37.2% | -26.2% | +8.6% |
| All | +11.0% | +39.2% | -28.2% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling