+65.7%
AMGN vs SPOT
+0.4%
+65.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.7% |
| 7D | +5.9% | +16.6% | -10.7% | +5.7% |
| 30D | +18.7% | +29.9% | -11.2% | +18.6% |
| 3M | +23.4% | +31.3% | -7.9% | +23.6% |
| 6M | +49.7% | +43.2% | +6.5% | +50.7% |
| YTD | +49.2% | +8.1% | +41.1% | +48.8% |
| 1Y | +65.7% | -0.3% | +66.0% | +70.6% |
| All | +65.7% | +0.4% | +65.3% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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