+65.8%
AMGN vs SPOT
+230.8%
-164.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.5% | -7.5% | -10.1% |
| 7D | -10.3% | -2.9% | -7.4% | -10.2% |
| 30D | -3.8% | +8.3% | -12.1% | -3.7% |
| 3M | +14.4% | +5.1% | +9.3% | +14.4% |
| 6M | +7.8% | -6.5% | +14.3% | +7.6% |
| YTD | +22.6% | -9.0% | +31.5% | +23.0% |
| 1Y | +44.2% | -26.4% | +70.6% | +45.2% |
| 3Y | +65.8% | +240.0% | -174.2% | +54.5% |
| All | +65.8% | +230.8% | -164.9% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling