+199.6%
AMGN vs SBAC
+83.0%
+116.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.5% |
| 7D | -13.9% | -5.3% | -8.6% | -12.6% |
| 30D | -7.1% | +0.4% | -7.5% | -7.3% |
| 3M | +13.9% | -11.9% | +25.8% | +17.5% |
| 6M | +3.2% | -4.5% | +7.7% | +3.3% |
| YTD | +19.2% | -4.3% | +23.6% | +18.9% |
| 1Y | +41.1% | -3.9% | +45.0% | +40.4% |
| 3Y | +61.3% | -11.0% | +72.3% | +61.8% |
| 5Y | +109.1% | -44.1% | +153.1% | +136.4% |
| All | +199.6% | +83.0% | +116.5% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling