+199.6%
AMGN vs SPGI
+291.9%
-92.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.6% |
| 7D | -13.9% | -8.9% | -5.0% | -11.2% |
| 30D | -7.1% | +0.6% | -7.8% | -7.3% |
| 3M | +13.9% | +2.0% | +11.9% | +12.7% |
| 6M | +3.2% | +0.1% | +3.2% | +2.4% |
| YTD | +19.2% | -16.4% | +35.7% | +25.0% |
| 1Y | +41.1% | -18.9% | +60.1% | +49.1% |
| 3Y | +61.3% | +13.8% | +47.5% | +49.5% |
| 5Y | +109.1% | +0.5% | +108.5% | +99.1% |
| All | +199.6% | +291.9% | -92.3% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling