+135.9%
WMT vs AMGN
+103.1%
+32.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | 0.0% | -13.7% | +13.7% | +2.3% |
| 30D | -7.4% | -8.8% | +1.4% | -6.1% |
| 3M | -10.9% | +7.2% | -18.1% | -11.9% |
| 6M | -12.7% | +1.3% | -13.9% | -13.1% |
| YTD | -3.2% | +17.6% | -20.9% | -5.6% |
| 1Y | +5.3% | +37.2% | -31.9% | +0.1% |
| 3Y | +101.9% | +57.7% | +44.1% | +83.7% |
| All | +135.9% | +103.1% | +32.8% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling