+796.0%
AMGN vs SPYG
+561.6%
+234.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -9.8% |
| 7D | -10.3% | +1.2% | -11.5% | -10.9% |
| 30D | -3.8% | -1.6% | -2.2% | -2.9% |
| 3M | +14.4% | +3.4% | +11.0% | +11.7% |
| 6M | +7.8% | +18.9% | -11.1% | -3.6% |
| YTD | +22.6% | +13.8% | +8.8% | +12.4% |
| 1Y | +44.2% | +20.6% | +23.6% | +27.3% |
| 3Y | +65.8% | +100.5% | -34.7% | +4.0% |
| 5Y | +108.0% | +84.6% | +23.4% | +32.4% |
| 10Y | +209.9% | +410.8% | -200.9% | -1.3% |
| All | +796.0% | +561.6% | +234.3% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling