+879.5%
AMGN vs SCHG
+1,132.2%
-252.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | -13.7% | -1.0% | -12.7% | -13.1% |
| 30D | -8.8% | -1.3% | -7.5% | -8.1% |
| 3M | +7.2% | +5.4% | +1.8% | +3.8% |
| 6M | +1.3% | +14.4% | -13.1% | -6.7% |
| YTD | +17.6% | +8.0% | +9.6% | +11.9% |
| 1Y | +37.2% | +12.7% | +24.4% | +27.0% |
| 3Y | +57.7% | +85.6% | -27.9% | +4.6% |
| 5Y | +106.3% | +85.5% | +20.7% | +31.6% |
| 10Y | +205.3% | +456.0% | -250.7% | -25.0% |
| All | +879.5% | +1,132.2% | -252.7% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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