+10,532.8%
TER vs AMGN
+68,257.2%
-57,724.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +5.9% | -2.2% | +8.1% | +7.1% |
| 30D | -30.8% | +12.1% | -42.9% | -33.8% |
| 3M | -29.9% | +13.6% | -43.6% | -34.0% |
| 6M | -27.5% | +43.9% | -71.4% | -38.0% |
| YTD | +37.5% | +45.9% | -8.5% | +16.5% |
| 1Y | +50.3% | +42.1% | +8.1% | +28.6% |
| 3Y | +204.9% | +91.6% | +113.3% | +129.0% |
| 5Y | +89.2% | +158.5% | -69.4% | +25.3% |
| 10Y | +1,077.0% | +323.2% | +753.7% | +542.8% |
| All | +10,532.8% | +68,257.2% | -57,724.4% | +1,470.1% |
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