+57.7%
AMGN vs SPYM
+77.4%
-19.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.8% |
| 7D | -13.7% | -0.8% | -12.9% | -13.3% |
| 30D | -8.8% | -1.1% | -7.7% | -8.3% |
| 3M | +7.2% | +3.9% | +3.3% | +5.0% |
| 6M | +1.3% | +13.6% | -12.4% | -5.7% |
| YTD | +17.6% | +12.7% | +4.9% | +9.9% |
| 1Y | +37.2% | +17.6% | +19.6% | +25.3% |
| 3Y | +57.7% | +77.2% | -19.5% | +6.0% |
| All | +57.7% | +77.4% | -19.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling