-2.2%
ONDS vs AMGN
+106.4%
-108.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -5.0% | -13.9% | +8.9% | -3.1% |
| 30D | -25.6% | -7.1% | -18.4% | -24.9% |
| 3M | -22.1% | +13.9% | -36.0% | -23.9% |
| 6M | -27.6% | +3.2% | -30.8% | -28.1% |
| YTD | -25.7% | +19.2% | -45.0% | -28.9% |
| 1Y | +30.4% | +41.1% | -10.7% | +18.9% |
| 3Y | +695.0% | +61.3% | +633.7% | +572.5% |
| 5Y | -2.2% | +109.1% | -111.2% | -24.9% |
| All | -2.2% | +106.4% | -108.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling