+158.5%
AMGN vs STLA
-72.6%
+231.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | -2.2% | -11.6% | +9.4% | -0.6% |
| 30D | +12.1% | -6.2% | +18.3% | +12.8% |
| 3M | +13.6% | -24.6% | +38.2% | +17.4% |
| 6M | +43.9% | -44.9% | +88.8% | +54.3% |
| YTD | +45.9% | -62.3% | +108.2% | +63.0% |
| 1Y | +42.1% | -61.8% | +103.9% | +58.1% |
| 3Y | +91.6% | -75.3% | +166.9% | +120.4% |
| 5Y | +158.5% | -72.5% | +231.0% | +194.7% |
| All | +158.5% | -72.6% | +231.1% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling