+998.2%
AMGN vs SPXS
-100.0%
+1,098.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.6% | -11.7% | -9.7% |
| 7D | -10.3% | -1.5% | -8.7% | -10.5% |
| 30D | -3.8% | +3.7% | -7.4% | -2.8% |
| 3M | +14.4% | -9.6% | +24.0% | +12.2% |
| 6M | +7.8% | -32.4% | +40.2% | -0.6% |
| YTD | +22.6% | -28.7% | +51.2% | +14.8% |
| 1Y | +44.2% | -38.1% | +82.3% | +31.3% |
| 3Y | +65.8% | -80.1% | +145.9% | +22.2% |
| 5Y | +108.0% | -85.9% | +193.9% | +53.9% |
| 10Y | +209.9% | -99.5% | +309.4% | +23.7% |
| All | +998.2% | -100.0% | +1,098.2% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling