+195.5%
AMGN vs SPG
+64.5%
+131.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -13.7% | -1.2% | -12.5% | -13.6% |
| 30D | -8.8% | -6.1% | -2.7% | -8.0% |
| 3M | +7.2% | -3.6% | +10.8% | +7.7% |
| 6M | +1.3% | +10.4% | -9.1% | -0.1% |
| YTD | +17.6% | +14.4% | +3.3% | +15.6% |
| 1Y | +37.2% | +16.5% | +20.6% | +34.4% |
| 3Y | +57.7% | +106.8% | -49.1% | +44.1% |
| 5Y | +106.3% | +108.9% | -2.6% | +86.5% |
| All | +195.5% | +64.5% | +131.1% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling