+7,585.7%
AMGN vs SM
+1,434.4%
+6,151.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.1% | +9.4% | -8.3% | +0.5% |
| 30D | +9.3% | -14.4% | +23.6% | +10.2% |
| 3M | +12.1% | +1.6% | +10.5% | +11.5% |
| 6M | +40.3% | +6.3% | +33.9% | +38.7% |
| YTD | +45.2% | +78.8% | -33.6% | +38.1% |
| 1Y | +42.4% | +83.1% | -40.7% | +35.2% |
| 3Y | +91.0% | -5.9% | +96.9% | +87.0% |
| 5Y | +157.4% | +4.8% | +152.6% | +144.7% |
| 10Y | +321.0% | +17.5% | +303.5% | +238.3% |
| All | +7,585.7% | +1,434.4% | +6,151.3% | +4,527.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling