+65.7%
AMGN vs SPGI
+3.2%
+62.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.4% | +3.2% |
| 7D | +5.9% | +7.2% | -1.3% | +4.8% |
| 30D | +18.7% | +23.2% | -4.5% | +15.4% |
| 3M | +23.4% | +17.0% | +6.4% | +21.1% |
| 6M | +49.7% | +20.4% | +29.3% | +46.3% |
| YTD | +49.2% | -1.9% | +51.1% | +50.9% |
| 1Y | +65.7% | +2.9% | +62.8% | +63.4% |
| All | +65.7% | +3.2% | +62.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling