+109.1%
AMGN vs SPYM
+80.5%
+28.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -13.9% | -2.0% | -11.9% | -13.1% |
| 30D | -7.1% | -1.6% | -5.5% | -6.4% |
| 3M | +13.9% | +4.7% | +9.2% | +11.5% |
| 6M | +3.2% | +12.6% | -9.3% | -2.2% |
| YTD | +19.2% | +11.8% | +7.5% | +13.3% |
| 1Y | +41.1% | +17.5% | +23.6% | +31.2% |
| 3Y | +61.3% | +77.0% | -15.7% | +25.4% |
| 5Y | +109.1% | +82.6% | +26.5% | +59.4% |
| All | +109.1% | +80.5% | +28.6% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling