+12,443.2%
AMGN vs SPG
+5,922.7%
+6,520.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.1% | +2.0% | -0.9% | +0.8% |
| 30D | +9.3% | +17.2% | -8.0% | +6.2% |
| 3M | +12.1% | +6.3% | +5.8% | +10.8% |
| 6M | +40.3% | +18.7% | +21.6% | +35.9% |
| YTD | +45.2% | +30.1% | +15.1% | +38.3% |
| 1Y | +42.4% | +32.8% | +9.7% | +35.2% |
| 3Y | +91.0% | +133.6% | -42.5% | +63.1% |
| 5Y | +157.4% | +84.4% | +73.0% | +126.0% |
| 10Y | +321.0% | +114.3% | +206.7% | +237.5% |
| All | +12,443.2% | +5,922.7% | +6,520.5% | +5,119.3% |
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