+7.0%
WMT vs AMGN
+57.8%
-50.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +3.9% | +1.1% | +2.8% | +3.7% |
| 30D | -4.4% | +7.8% | -12.2% | -5.4% |
| 3M | -8.8% | +27.3% | -36.0% | -11.8% |
| 6M | -15.6% | +16.8% | -32.5% | -18.3% |
| YTD | -3.2% | +36.3% | -39.5% | -5.3% |
| 1Y | +7.0% | +60.4% | -53.4% | +6.6% |
| All | +7.0% | +57.8% | -50.8% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling