+65.7%
AMGN vs SPYG
+10.8%
+54.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.5% | +3.6% |
| 7D | +5.9% | -2.8% | +8.7% | +6.2% |
| 30D | +18.7% | -6.2% | +24.9% | +19.6% |
| 3M | +23.4% | -3.6% | +27.0% | +23.8% |
| 6M | +49.7% | +4.8% | +45.0% | +47.0% |
| YTD | +49.2% | +11.0% | +38.2% | +42.8% |
| 1Y | +65.7% | +11.2% | +54.5% | +58.8% |
| All | +65.7% | +10.8% | +54.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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