+54,805.5%
AMGN vs SMTC
+69,284.5%
-14,479.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +10.0% | -20.0% | -11.0% |
| 7D | -10.3% | +22.9% | -33.2% | -12.1% |
| 30D | -3.8% | +16.6% | -20.4% | -5.7% |
| 3M | +14.4% | +2.4% | +12.0% | +12.6% |
| 6M | +7.8% | +98.3% | -90.4% | -1.1% |
| YTD | +22.6% | +120.7% | -98.1% | +11.0% |
| 1Y | +44.2% | +168.3% | -124.0% | +27.6% |
| 3Y | +65.8% | +571.7% | -505.9% | +26.8% |
| 5Y | +108.0% | +114.0% | -6.0% | +73.8% |
| 10Y | +209.9% | +497.0% | -287.1% | +127.8% |
| All | +54,805.5% | +69,284.5% | -14,479.0% | +30,816.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling