+1,569.6%
QQQ vs AMGN
+1,637.4%
-67.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.1% | +10.0% | +3.9% |
| 7D | +1.5% | -10.3% | +11.8% | +5.7% |
| 30D | -0.6% | -3.8% | +3.1% | +0.4% |
| 3M | +0.4% | +14.4% | -14.0% | -5.6% |
| 6M | +20.1% | +7.8% | +12.2% | +15.2% |
| YTD | +17.2% | +22.6% | -5.4% | +6.2% |
| 1Y | +24.7% | +44.2% | -19.5% | +5.2% |
| 3Y | +96.2% | +65.8% | +30.4% | +51.8% |
| 5Y | +94.4% | +108.0% | -13.6% | +34.9% |
| 10Y | +556.7% | +209.9% | +346.8% | +276.0% |
| All | +1,569.6% | +1,637.4% | -67.9% | +348.9% |
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 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