+1,622.6%
T vs AMGN
+67,900.9%
-66,278.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | -3.8% | +9.3% | -13.1% | -5.3% |
| 3M | -8.7% | +12.1% | -20.8% | -10.8% |
| 6M | -8.1% | +40.3% | -48.4% | -13.9% |
| YTD | -6.4% | +45.2% | -51.6% | -13.2% |
| 1Y | -9.8% | +42.4% | -52.2% | -16.0% |
| 3Y | +65.5% | +91.0% | -25.5% | +44.5% |
| 5Y | +57.0% | +157.4% | -100.4% | +29.3% |
| 10Y | +60.8% | +321.0% | -260.2% | +20.7% |
| All | +1,622.6% | +67,900.9% | -66,278.3% | +569.8% |
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