+1,872.1%
T vs AMGN
+63,747.9%
-61,875.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.7% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +11.4% | +7.8% | +3.5% | +9.8% |
| 3M | +14.3% | +27.3% | -13.0% | +9.3% |
| 6M | -9.3% | +16.8% | -26.1% | -12.0% |
| YTD | +7.1% | +36.3% | -29.2% | +0.7% |
| 1Y | -9.1% | +60.4% | -69.5% | -17.2% |
| 3Y | +105.3% | +86.3% | +19.0% | +80.3% |
| 5Y | +66.8% | +125.7% | -58.9% | +41.0% |
| 10Y | +66.8% | +247.0% | -180.2% | +29.4% |
| All | +1,872.1% | +63,747.9% | -61,875.7% | +677.3% |
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