+43.9%
AMGN vs SM
+4.1%
+39.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -4.9% | +1.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.1% |
| 30D | +12.1% | -17.3% | +29.4% | +9.6% |
| 3M | +13.6% | -3.6% | +17.2% | +13.0% |
| 6M | +43.9% | +2.9% | +41.0% | +41.8% |
| All | +43.9% | +4.1% | +39.9% | +41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling