+103.4%
AMGN vs SITM
+187.3%
-83.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.9% | -1.5% |
| 7D | -13.7% | +3.9% | -17.5% | -13.8% |
| 30D | -8.8% | -6.6% | -2.2% | -8.7% |
| 3M | +7.2% | -11.9% | +19.1% | +7.3% |
| 6M | +1.3% | +81.1% | -79.9% | -2.2% |
| YTD | +17.6% | +80.0% | -62.3% | +13.4% |
| 1Y | +37.2% | +145.8% | -108.7% | +30.2% |
| 3Y | +57.7% | +475.9% | -418.1% | +41.1% |
| All | +103.4% | +187.3% | -83.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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