+1,219.6%
AMGN vs STLA
+168.9%
+1,050.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | -2.2% | -11.6% | +9.4% | -0.7% |
| 30D | +12.1% | -6.2% | +18.3% | +12.8% |
| 3M | +13.6% | -24.6% | +38.2% | +17.2% |
| 6M | +43.9% | -44.9% | +88.8% | +53.9% |
| YTD | +45.9% | -62.3% | +108.2% | +62.1% |
| 1Y | +42.1% | -61.8% | +103.9% | +57.4% |
| 3Y | +91.6% | -75.3% | +166.9% | +119.8% |
| 5Y | +158.5% | -72.5% | +231.0% | +188.2% |
| 10Y | +323.2% | +0.8% | +322.5% | +298.0% |
| All | +1,219.6% | +168.9% | +1,050.7% | +1,125.6% |
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