+65.7%
AMGN vs SPXU
-30.4%
+96.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.6% | +3.0% |
| 7D | +5.9% | +2.2% | +3.7% | +6.3% |
| 30D | +18.7% | +3.8% | +15.0% | +19.4% |
| 3M | +23.4% | +3.3% | +20.1% | +24.2% |
| 6M | +49.7% | -16.7% | +66.4% | +45.0% |
| YTD | +49.2% | -28.6% | +77.8% | +40.6% |
| 1Y | +65.7% | -30.6% | +96.3% | +55.8% |
| All | +65.7% | -30.4% | +96.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling