+158.1%
AMGN vs SPOT
+112.1%
+46.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +13.1% | +13.5% | -0.3% | +12.8% |
| 3M | +12.9% | +22.2% | -9.4% | +12.4% |
| 6M | +40.8% | +38.3% | +2.4% | +39.9% |
| YTD | +45.6% | +3.1% | +42.6% | +45.5% |
| 1Y | +42.7% | -7.6% | +50.4% | +43.0% |
| 3Y | +91.2% | +250.0% | -158.9% | +82.5% |
| 5Y | +158.1% | +113.3% | +44.8% | +163.1% |
| All | +158.1% | +112.1% | +46.1% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling