+34.4%
TSLA vs AMGN
+65.8%
-31.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +3.0% | -11.6% | +14.7% | +4.9% |
| 30D | +11.2% | -5.7% | +16.8% | +11.9% |
| 3M | -7.3% | +14.2% | -21.5% | -10.1% |
| 6M | -7.7% | +5.2% | -12.9% | -9.1% |
| YTD | -18.2% | +22.0% | -40.2% | -22.1% |
| 1Y | +6.0% | +43.6% | -37.6% | -3.1% |
| All | +34.4% | +65.8% | -31.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling