+621.5%
AMGN vs SPYM
+824.3%
-202.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -9.7% |
| 7D | -10.3% | +0.6% | -10.8% | -10.6% |
| 30D | -3.8% | -0.9% | -2.8% | -3.2% |
| 3M | +14.4% | +3.9% | +10.5% | +11.5% |
| 6M | +7.8% | +14.5% | -6.7% | -1.4% |
| YTD | +22.6% | +13.0% | +9.6% | +13.1% |
| 1Y | +44.2% | +19.4% | +24.8% | +28.3% |
| 3Y | +65.8% | +78.9% | -13.1% | +12.4% |
| 5Y | +108.0% | +82.3% | +25.6% | +36.5% |
| 10Y | +209.9% | +314.7% | -104.9% | +17.0% |
| All | +621.5% | +824.3% | -202.8% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling