+1,132.6%
AMGN vs STLA
+263.8%
+868.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.7% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | +7.8% | -1.2% | +9.1% | +7.9% |
| 3M | +27.3% | -24.8% | +52.0% | +31.4% |
| 6M | +16.8% | -25.6% | +42.4% | +20.5% |
| YTD | +36.3% | -48.9% | +85.3% | +46.3% |
| 1Y | +60.4% | -38.8% | +99.2% | +67.6% |
| 3Y | +86.3% | -64.5% | +150.9% | +104.9% |
| 5Y | +125.7% | -62.4% | +188.1% | +142.6% |
| 10Y | +247.0% | +55.4% | +191.6% | +211.6% |
| All | +1,132.6% | +263.8% | +868.8% | +1,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling