+108.0%
AMGN vs STLA
-62.5%
+170.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.1% | -7.0% | -9.7% |
| 7D | -10.3% | +0.7% | -11.0% | -10.3% |
| 30D | -3.8% | -2.4% | -1.4% | -3.5% |
| 3M | +14.4% | -23.9% | +38.3% | +18.2% |
| 6M | +7.8% | -24.6% | +32.4% | +11.2% |
| YTD | +22.6% | -50.5% | +73.1% | +32.7% |
| 1Y | +44.2% | -39.8% | +84.1% | +50.9% |
| 3Y | +65.8% | -65.6% | +131.4% | +83.6% |
| 5Y | +108.0% | -62.1% | +170.1% | +125.0% |
| All | +108.0% | -62.5% | +170.5% | +125.0% |
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