+526.8%
MSTR vs AMGN
+316.8%
+210.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -10.7% | +0.9% | -11.6% | -10.9% |
| 30D | -21.6% | +12.1% | -33.7% | -24.9% |
| 3M | +24.4% | +12.2% | +12.2% | +18.9% |
| 6M | -35.5% | +42.1% | -77.6% | -43.8% |
| YTD | -20.3% | +45.0% | -65.4% | -31.2% |
| 1Y | -49.3% | +47.7% | -97.0% | -56.6% |
| 3Y | +137.8% | +90.4% | +47.4% | +83.6% |
| 5Y | +48.3% | +154.9% | -106.6% | +3.7% |
| 10Y | +526.8% | +313.6% | +213.2% | +266.9% |
| All | +526.8% | +316.8% | +210.0% | +266.9% |
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