+104,499.0%
MU vs AMGN
+57,313.9%
+47,185.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.1% | +8.5% | +2.4% |
| 7D | +7.2% | -10.3% | +17.4% | +11.6% |
| 30D | +14.0% | -3.8% | +17.7% | +15.1% |
| 3M | +5.4% | +14.4% | -9.0% | -1.1% |
| 6M | +170.3% | +7.8% | +162.4% | +158.5% |
| YTD | +250.7% | +22.6% | +228.1% | +217.1% |
| 1Y | +662.1% | +44.2% | +617.9% | +543.5% |
| 3Y | +1,341.2% | +65.8% | +1,275.4% | +1,023.2% |
| 5Y | +1,319.3% | +108.0% | +1,211.4% | +897.0% |
| 10Y | +5,778.3% | +209.9% | +5,568.4% | +3,397.4% |
| All | +104,499.0% | +57,313.9% | +47,185.1% | +7,201.8% |
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