+39.0%
AMGN vs SMR
-70.9%
+109.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.3% | -2.2% |
| 7D | -13.9% | +4.7% | -18.6% | -13.9% |
| 30D | -7.1% | +3.2% | -10.4% | -7.2% |
| 3M | +13.9% | +9.9% | +4.0% | +13.5% |
| 6M | +3.2% | -15.1% | +18.4% | +3.1% |
| YTD | +19.2% | -27.9% | +47.2% | +18.6% |
| All | +39.0% | -70.9% | +109.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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