+245.1%
AMGN vs SPMO
+562.6%
-317.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.4% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -7.1% | -0.7% | -6.5% | -7.0% |
| 3M | +13.9% | +2.8% | +11.1% | +10.9% |
| 6M | +3.2% | +24.4% | -21.2% | -9.3% |
| YTD | +19.2% | +24.2% | -4.9% | +4.7% |
| 1Y | +41.1% | +24.5% | +16.6% | +23.5% |
| 3Y | +61.3% | +155.6% | -94.3% | -8.5% |
| 5Y | +109.1% | +148.2% | -39.1% | +19.2% |
| 10Y | +209.4% | +514.8% | -305.4% | +13.7% |
| All | +245.1% | +562.6% | -317.5% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling