+113.0%
AMGN vs SITM
+4,437.5%
-4,324.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -11.6% | +3.7% | -15.3% | -11.8% |
| 30D | -5.7% | -14.5% | +8.8% | -5.0% |
| 3M | +14.2% | -10.6% | +24.8% | +14.1% |
| 6M | +5.2% | +65.5% | -60.3% | +0.8% |
| YTD | +22.0% | +67.0% | -45.0% | +16.5% |
| 1Y | +43.6% | +138.6% | -95.0% | +33.8% |
| 3Y | +65.0% | +421.8% | -356.8% | +42.0% |
| 5Y | +112.0% | +172.4% | -60.4% | +82.0% |
| All | +113.0% | +4,437.5% | -4,324.5% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling