+11,677.2%
AMGN vs SPG
+5,256.9%
+6,420.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.6% |
| 30D | +7.8% | -6.8% | +14.7% | +9.2% |
| 3M | +27.3% | +2.7% | +24.6% | +26.6% |
| 6M | +16.8% | +5.5% | +11.4% | +15.7% |
| YTD | +36.3% | +15.7% | +20.6% | +32.7% |
| 1Y | +60.4% | +20.9% | +39.6% | +54.9% |
| 3Y | +86.3% | +112.4% | -26.0% | +61.9% |
| 5Y | +125.7% | +101.4% | +24.3% | +95.1% |
| 10Y | +247.0% | +60.6% | +186.4% | +194.5% |
| All | +11,677.2% | +5,256.9% | +6,420.3% | +4,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling