+189.9%
AMGN vs SPOT
+216.9%
-27.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -13.7% | -3.1% | -10.6% | -13.5% |
| 30D | -8.8% | +7.4% | -16.2% | -9.2% |
| 3M | +7.2% | +8.2% | -1.0% | +6.6% |
| 6M | +1.3% | +2.2% | -0.9% | +0.8% |
| YTD | +17.6% | -9.5% | +27.1% | +17.9% |
| 1Y | +37.2% | -23.8% | +61.0% | +39.1% |
| 3Y | +57.7% | +233.5% | -175.7% | +38.9% |
| 5Y | +106.3% | +112.2% | -5.9% | +88.0% |
| All | +189.9% | +216.9% | -27.0% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling