+65,124.1%
AMGN vs SPGI
+14,890.2%
+50,233.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +13.1% | +14.3% | -1.1% | +8.7% |
| 3M | +12.9% | +14.5% | -1.6% | +8.3% |
| 6M | +40.8% | +17.3% | +23.5% | +33.3% |
| YTD | +45.6% | -4.6% | +50.2% | +45.8% |
| 1Y | +42.7% | +0.8% | +42.0% | +40.5% |
| 3Y | +91.2% | +28.8% | +62.4% | +72.9% |
| 5Y | +158.1% | +14.0% | +144.2% | +137.8% |
| 10Y | +322.3% | +332.5% | -10.2% | +150.4% |
| All | +65,124.1% | +14,890.2% | +50,233.9% | +11,892.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling