+23.9%
ONDS vs AMGN
+108.0%
-84.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.1% | +10.1% | +1.5% |
| 7D | +8.2% | -10.3% | +18.5% | +9.9% |
| 30D | -16.4% | -3.8% | -12.6% | -16.0% |
| 3M | -26.0% | +14.4% | -40.4% | -27.8% |
| 6M | -22.5% | +7.8% | -30.3% | -23.7% |
| YTD | -21.9% | +22.6% | -44.5% | -25.6% |
| 1Y | +25.7% | +44.2% | -18.5% | +14.3% |
| 3Y | +735.5% | +65.8% | +669.7% | +610.4% |
| 5Y | -0.1% | +108.0% | -108.1% | -20.5% |
| All | +23.9% | +108.0% | -84.1% | -2.5% |
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