+27.4%
WMT vs AMGN
+64.6%
-37.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.3% | +2.6% |
| 7D | +8.8% | +5.9% | +2.9% | +7.4% |
| 30D | +22.9% | +18.7% | +4.2% | +18.6% |
| 3M | +16.1% | +23.4% | -7.3% | +11.2% |
| 6M | -0.5% | +49.7% | -50.2% | -7.8% |
| YTD | +16.7% | +49.2% | -32.5% | +10.8% |
| 1Y | +27.4% | +65.7% | -38.4% | +23.1% |
| All | +27.4% | +64.6% | -37.3% | +23.1% |
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 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