+112.0%
AMGN vs SBAC
-44.9%
+157.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -11.6% | +0.2% | -11.8% | -11.7% |
| 30D | -5.7% | +3.9% | -9.5% | -6.4% |
| 3M | +14.2% | -8.2% | +22.4% | +15.9% |
| 6M | +5.2% | -2.8% | +8.0% | +5.2% |
| YTD | +22.0% | -1.5% | +23.5% | +21.4% |
| 1Y | +43.6% | 0.0% | +43.6% | +42.3% |
| 3Y | +65.0% | -8.4% | +73.4% | +65.4% |
| 5Y | +112.0% | -43.5% | +155.6% | +125.4% |
| All | +112.0% | -44.9% | +157.0% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling