+103.4%
AMGN vs SPMO
+149.5%
-46.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -13.7% | -0.9% | -12.8% | -13.5% |
| 30D | -8.8% | -1.9% | -6.9% | -8.4% |
| 3M | +7.2% | -1.4% | +8.6% | +6.8% |
| 6M | +1.3% | +25.5% | -24.2% | -7.1% |
| YTD | +17.6% | +24.8% | -7.2% | +8.0% |
| 1Y | +37.2% | +24.5% | +12.7% | +26.0% |
| 3Y | +57.7% | +157.1% | -99.4% | +6.2% |
| All | +103.4% | +149.5% | -46.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 5y: compounded portfolio wealth divided by compounded SPMO 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…
5y analysis · Full analysis span regression · 6 months rolling