+8,900.6%
WMT vs AMGN
+57,036.4%
-48,135.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -11.6% | +11.4% | +2.2% |
| 30D | -5.8% | -5.7% | -0.2% | -4.8% |
| 3M | -10.8% | +14.2% | -25.0% | -13.4% |
| 6M | -14.3% | +5.2% | -19.5% | -15.5% |
| YTD | -4.4% | +22.0% | -26.4% | -8.7% |
| 1Y | +4.3% | +43.6% | -39.3% | -4.0% |
| 3Y | +100.1% | +65.0% | +35.1% | +76.5% |
| 5Y | +130.8% | +112.0% | +18.8% | +91.8% |
| 10Y | +433.7% | +216.6% | +217.2% | +301.4% |
| All | +8,900.6% | +57,036.4% | -48,135.9% | +1,644.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling