+59.9%
AMGN vs SMTC
+546.3%
-486.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.2% |
| 7D | -13.9% | +17.5% | -31.4% | -14.4% |
| 30D | -7.1% | +21.3% | -28.4% | -7.9% |
| 3M | +13.9% | +3.1% | +10.8% | +13.4% |
| 6M | +3.2% | +81.7% | -78.5% | -0.6% |
| YTD | +19.2% | +115.9% | -96.7% | +13.7% |
| 1Y | +41.1% | +157.8% | -116.7% | +33.1% |
| All | +59.9% | +546.3% | -486.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling