+112.0%
AMGN vs SPOT
+111.4%
+0.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | -11.6% | -6.5% | -5.1% | -11.5% |
| 30D | -5.7% | +2.2% | -7.9% | -5.7% |
| 3M | +14.2% | +5.4% | +8.8% | +14.1% |
| 6M | +5.2% | -4.0% | +9.2% | +5.1% |
| YTD | +22.0% | -9.9% | +31.9% | +22.2% |
| 1Y | +43.6% | -27.3% | +70.9% | +44.6% |
| 3Y | +65.0% | +236.4% | -171.4% | +57.7% |
| 5Y | +112.0% | +112.6% | -0.5% | +106.4% |
| All | +112.0% | +111.4% | +0.7% | +106.4% |
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