+65.7%
AMGN vs SM
+70.4%
-4.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | +2.6% |
| 7D | +5.9% | -21.5% | +27.4% | +4.3% |
| 30D | +18.7% | -11.4% | +30.1% | +17.8% |
| 3M | +23.4% | +0.6% | +22.8% | +22.7% |
| 6M | +49.7% | +0.2% | +49.5% | +48.6% |
| YTD | +49.2% | +69.7% | -20.5% | +39.5% |
| 1Y | +65.7% | +71.6% | -5.8% | +55.9% |
| All | +65.7% | +70.4% | -4.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling