+8,929.7%
AMGN vs SPY
+3,045.4%
+5,884.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +1.5% | +3.3% | -1.8% | -1.2% |
| 30D | +13.1% | -2.7% | +15.8% | +15.5% |
| 3M | +12.9% | -1.7% | +14.6% | +14.4% |
| 6M | +40.8% | +3.1% | +37.7% | +36.8% |
| YTD | +45.6% | +11.9% | +33.7% | +32.2% |
| 1Y | +42.7% | +12.0% | +30.8% | +29.5% |
| 3Y | +91.2% | +78.2% | +13.0% | +16.6% |
| 5Y | +158.1% | +73.2% | +84.9% | +56.2% |
| 10Y | +322.3% | +309.6% | +12.6% | +19.5% |
| All | +8,929.7% | +3,045.4% | +5,884.3% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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