+1,252.0%
MSTR vs AMGN
+4,022.6%
-2,770.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | +12.2% | +1.1% | +11.1% | +11.6% |
| 30D | +45.2% | +7.8% | +37.3% | +41.1% |
| 3M | +10.4% | +27.3% | -16.9% | +0.2% |
| 6M | -2.5% | +16.8% | -19.3% | -8.6% |
| YTD | -6.0% | +36.3% | -42.3% | -17.2% |
| 1Y | -56.4% | +60.4% | -116.8% | -64.0% |
| 3Y | +306.3% | +86.3% | +219.9% | +212.4% |
| 5Y | +100.5% | +125.7% | -25.2% | +43.1% |
| 10Y | +741.1% | +247.0% | +494.1% | +379.7% |
| All | +1,252.0% | +4,022.6% | -2,770.6% | +127.2% |
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