+7,116.3%
AMGN vs SM
+1,608.3%
+5,508.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.8% | +26.3% | -18.5% | +6.1% |
| 3M | +27.3% | +8.7% | +18.6% | +26.2% |
| 6M | +16.8% | +51.7% | -34.8% | +12.9% |
| YTD | +36.3% | +99.0% | -62.7% | +29.2% |
| 1Y | +60.4% | +34.6% | +25.8% | +55.7% |
| 3Y | +86.3% | -7.8% | +94.1% | +83.1% |
| 5Y | +125.7% | +104.8% | +20.9% | +105.2% |
| 10Y | +247.0% | +7.2% | +239.8% | +182.3% |
| All | +7,116.3% | +1,608.3% | +5,508.0% | +4,229.9% |
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 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