+112.0%
AMGN vs SPG
+104.0%
+8.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | -11.6% | -1.7% | -10.0% | -11.3% |
| 30D | -5.7% | -6.3% | +0.6% | -4.2% |
| 3M | +14.2% | -2.4% | +16.7% | +14.9% |
| 6M | +5.2% | +9.6% | -4.4% | +2.9% |
| YTD | +22.0% | +14.2% | +7.8% | +18.2% |
| 1Y | +43.6% | +19.3% | +24.3% | +37.8% |
| 3Y | +65.0% | +106.7% | -41.7% | +41.6% |
| 5Y | +112.0% | +104.2% | +7.8% | +73.8% |
| All | +112.0% | +104.0% | +8.0% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling