+1,034.6%
AMGN vs SPXU
-100.0%
+1,134.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -9.7% |
| 7D | -10.3% | -1.5% | -8.8% | -10.5% |
| 30D | -3.8% | +3.7% | -7.5% | -2.8% |
| 3M | +14.4% | -9.6% | +24.0% | +12.1% |
| 6M | +7.8% | -32.4% | +40.2% | -1.0% |
| YTD | +22.6% | -28.7% | +51.3% | +14.4% |
| 1Y | +44.2% | -38.2% | +82.4% | +30.6% |
| 3Y | +65.8% | -80.4% | +146.2% | +19.7% |
| 5Y | +108.0% | -86.0% | +194.0% | +50.9% |
| 10Y | +209.9% | -99.5% | +309.4% | +13.2% |
| All | +1,034.6% | -100.0% | +1,134.6% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling