+195.5%
AMGN vs SPXS
-99.6%
+295.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.9% |
| 7D | -13.7% | +2.5% | -16.2% | -13.2% |
| 30D | -8.8% | +4.2% | -13.0% | -7.9% |
| 3M | +7.2% | -9.3% | +16.5% | +5.3% |
| 6M | +1.3% | -30.7% | +32.0% | -5.7% |
| YTD | +17.6% | -28.1% | +45.7% | +10.8% |
| 1Y | +37.2% | -35.1% | +72.2% | +26.9% |
| 3Y | +57.7% | -79.6% | +137.3% | +18.8% |
| 5Y | +106.3% | -86.3% | +192.5% | +54.5% |
| All | +195.5% | -99.6% | +295.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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