+99.2%
WMT vs AMGN
+62.1%
+37.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.2% |
| 7D | -2.5% | -13.9% | +11.4% | -0.6% |
| 30D | -6.4% | -7.1% | +0.7% | -5.5% |
| 3M | -12.1% | +13.9% | -26.0% | -13.5% |
| 6M | -15.0% | +3.2% | -18.2% | -15.5% |
| YTD | -4.5% | +19.2% | -23.7% | -6.3% |
| 1Y | +6.2% | +41.1% | -35.0% | +2.3% |
| All | +99.2% | +62.1% | +37.1% | +85.1% |
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 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