+199.6%
AMGN vs STLA
+51.6%
+147.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -13.9% | -3.8% | -10.1% | -13.3% |
| 30D | -7.1% | -3.1% | -4.0% | -6.7% |
| 3M | +13.9% | -19.6% | +33.5% | +17.6% |
| 6M | +3.2% | -23.5% | +26.7% | +7.0% |
| YTD | +19.2% | -51.5% | +70.8% | +31.7% |
| 1Y | +41.1% | -39.7% | +80.8% | +49.3% |
| 3Y | +61.3% | -66.3% | +127.6% | +83.8% |
| 5Y | +109.1% | -63.1% | +172.2% | +129.7% |
| All | +199.6% | +51.6% | +147.9% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling