+109.1%
AMGN vs SPXU
-85.5%
+194.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.1% | -2.0% |
| 7D | -13.9% | +6.4% | -20.2% | -13.1% |
| 30D | -7.1% | +5.9% | -13.1% | -6.3% |
| 3M | +13.9% | -11.7% | +25.6% | +12.2% |
| 6M | +3.2% | -28.7% | +31.9% | -1.1% |
| YTD | +19.2% | -26.4% | +45.6% | +15.0% |
| 1Y | +41.1% | -35.2% | +76.4% | +34.1% |
| 3Y | +61.3% | -79.8% | +141.1% | +34.9% |
| 5Y | +109.1% | -86.1% | +195.1% | +75.3% |
| All | +109.1% | -85.5% | +194.6% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling