+9,741.5%
TER vs AMGN
+67,836.6%
-58,095.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +12.3% |
| 7D | -5.8% | 0.0% | -5.7% | -5.6% |
| 30D | -38.9% | +12.1% | -51.0% | -41.7% |
| 3M | -35.1% | +13.9% | -49.0% | -39.0% |
| 6M | -31.6% | +42.1% | -73.7% | -41.3% |
| YTD | +27.2% | +45.0% | -17.8% | +8.1% |
| 1Y | +35.2% | +49.3% | -14.1% | +13.4% |
| 3Y | +192.8% | +92.8% | +100.0% | +119.4% |
| 5Y | +72.4% | +156.7% | -84.3% | +14.5% |
| 10Y | +1,001.8% | +328.1% | +673.7% | +498.9% |
| All | +9,741.5% | +67,836.6% | -58,095.1% | +1,356.4% |
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